+216.0%
C vs AEP
+85.5%
+130.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.2% | +2.9% | +1.3% | +4.0% |
| 30D | +2.0% | +3.2% | -1.2% | +1.8% |
| 3M | -10.1% | +3.8% | -13.9% | -10.3% |
| 6M | +1.0% | +2.5% | -1.5% | +0.8% |
| YTD | +8.5% | +15.5% | -7.0% | +7.3% |
| 1Y | +25.7% | +9.6% | +16.1% | +25.0% |
| 3Y | +216.0% | +91.2% | +124.8% | +165.8% |
| All | +216.0% | +85.5% | +130.5% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling