+719.1%
B vs AEP
+2,261.3%
-1,542.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.6% | -2.8% | +12.4% | +10.2% |
| 30D | +3.5% | +3.6% | -0.1% | +2.7% |
| 3M | -1.6% | +1.8% | -3.4% | -2.0% |
| 6M | -1.7% | -3.1% | +1.5% | -1.3% |
| YTD | -5.3% | +12.2% | -17.6% | -7.7% |
| 1Y | +27.2% | +9.1% | +18.1% | +24.7% |
| 3Y | +166.1% | +77.9% | +88.2% | +137.0% |
| 5Y | +136.5% | +78.1% | +58.4% | +110.3% |
| 10Y | +172.2% | +187.8% | -15.6% | +121.9% |
| All | +719.1% | +2,261.3% | -1,542.2% | +677.7% |
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