+130.7%
C vs AEP
+65.1%
+65.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +3.6% | +1.8% | +1.8% | +3.3% |
| 30D | +0.1% | -0.8% | +0.9% | +0.2% |
| 3M | +2.4% | -1.8% | +4.3% | +2.6% |
| 6M | +24.9% | -5.4% | +30.3% | +25.9% |
| YTD | +19.8% | +10.4% | +9.4% | +16.9% |
| 1Y | +44.9% | +18.2% | +26.7% | +38.9% |
| 3Y | +263.0% | +79.0% | +184.0% | +204.1% |
| All | +130.7% | +65.1% | +65.6% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling