+43.6%
EEM vs AEP
+63.6%
-20.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | +2.4% | -0.1% | +2.5% | +2.4% |
| 3M | +4.2% | -3.2% | +7.4% | +4.4% |
| 6M | +14.8% | -5.3% | +20.1% | +15.2% |
| YTD | +23.1% | +9.5% | +13.6% | +21.2% |
| 1Y | +32.5% | +17.5% | +15.0% | +29.2% |
| 3Y | +85.9% | +77.0% | +8.9% | +68.8% |
| 5Y | +43.6% | +66.4% | -22.8% | +33.9% |
| All | +43.6% | +63.6% | -20.0% | +33.9% |
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