+753.6%
B vs AEP
+2,294.9%
-1,541.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | +11.3% | -1.5% | +12.9% | +11.7% |
| 30D | +2.9% | +4.5% | -1.5% | +2.0% |
| 3M | -2.9% | +2.8% | -5.7% | -3.5% |
| 6M | -1.2% | -0.7% | -0.5% | -1.3% |
| YTD | -1.3% | +13.8% | -15.2% | -4.1% |
| 1Y | +30.4% | +9.0% | +21.5% | +27.9% |
| 3Y | +195.3% | +83.0% | +112.3% | +161.6% |
| 5Y | +146.2% | +83.3% | +62.9% | +117.9% |
| 10Y | +200.5% | +194.6% | +5.9% | +144.0% |
| All | +753.6% | +2,294.9% | -1,541.2% | +708.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling