+998.2%
C vs AEP
+2,261.3%
-1,263.0%
-98.0%
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 | -2.4% | -2.8% | +0.4% | -0.9% |
| 30D | -6.0% | +3.6% | -9.6% | -7.8% |
| 3M | -10.5% | +1.8% | -12.3% | -11.5% |
| 6M | -5.7% | -3.1% | -2.6% | -4.7% |
| YTD | +4.1% | +12.2% | -8.1% | -3.1% |
| 1Y | +20.5% | +9.1% | +11.3% | +13.6% |
| 3Y | +208.1% | +77.9% | +130.2% | +118.8% |
| 5Y | +110.4% | +78.1% | +32.3% | +45.7% |
| 10Y | +234.6% | +187.8% | +46.8% | +70.6% |
| All | +998.2% | +2,261.3% | -1,263.0% | +55.7% |
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