+1,163.5%
C vs AEP
+2,223.4%
-1,059.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | +1.8% | +1.8% | +2.7% |
| 30D | +0.1% | -0.8% | +0.9% | +0.4% |
| 3M | +2.4% | -1.8% | +4.3% | +3.0% |
| 6M | +24.9% | -5.4% | +30.3% | +27.7% |
| YTD | +19.8% | +10.4% | +9.4% | +12.6% |
| 1Y | +44.9% | +18.2% | +26.7% | +30.8% |
| 3Y | +263.0% | +79.0% | +184.0% | +156.8% |
| 5Y | +129.5% | +64.8% | +64.7% | +65.7% |
| 10Y | +291.6% | +170.8% | +120.8% | +106.4% |
| All | +1,163.5% | +2,223.4% | -1,059.9% | +80.8% |
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 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