+18.2%
EFA vs AEP
+17.4%
+0.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | +3.5% | -3.3% | +6.8% | +3.5% |
| 6M | +9.5% | -4.6% | +14.1% | +9.3% |
| YTD | +12.9% | +9.4% | +3.5% | +12.7% |
| 1Y | +18.2% | +16.9% | +1.3% | +18.0% |
| All | +18.2% | +17.4% | +0.8% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling