+11,671.2%
COST vs AEP
+2,240.6%
+9,430.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -3.2% | +2.0% | -5.2% | -3.8% |
| 30D | -4.0% | +0.5% | -4.5% | -4.2% |
| 3M | -6.5% | -0.3% | -6.2% | -6.5% |
| 6M | -8.5% | -3.5% | -5.1% | -7.7% |
| YTD | +6.0% | +11.3% | -5.3% | +2.3% |
| 1Y | -5.8% | +20.2% | -26.0% | -11.5% |
| 3Y | +71.8% | +79.8% | -7.9% | +40.3% |
| 5Y | +106.2% | +65.6% | +40.7% | +72.1% |
| 10Y | +602.0% | +169.3% | +432.7% | +393.3% |
| All | +11,671.2% | +2,240.6% | +9,430.6% | +3,184.2% |
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