+856.1%
EEM vs AEP
+1,226.1%
-370.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +3.1% | +2.0% | +1.1% | +2.0% |
| 30D | +4.9% | +0.5% | +4.3% | +4.5% |
| 3M | +5.2% | -0.3% | +5.5% | +4.8% |
| 6M | +20.7% | -3.5% | +24.2% | +21.8% |
| YTD | +26.5% | +11.3% | +15.2% | +17.7% |
| 1Y | +37.8% | +20.2% | +17.6% | +22.4% |
| 3Y | +91.0% | +79.8% | +11.2% | +30.3% |
| 5Y | +47.0% | +65.6% | -18.5% | +1.5% |
| 10Y | +125.6% | +169.3% | -43.7% | -1.0% |
| All | +856.1% | +1,226.1% | -370.0% | +40.4% |
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