+393.0%
EFA vs AEP
+680.6%
-287.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | +1.2% | +2.0% | -0.8% | +0.4% |
| 30D | -0.7% | +0.5% | -1.2% | -1.0% |
| 3M | +6.4% | -0.3% | +6.7% | +6.2% |
| 6M | +11.4% | -3.5% | +14.9% | +12.3% |
| YTD | +14.0% | +11.3% | +2.7% | +8.7% |
| 1Y | +20.2% | +20.2% | 0.0% | +11.0% |
| 3Y | +68.2% | +79.8% | -11.6% | +30.4% |
| 5Y | +54.8% | +65.6% | -10.8% | +22.3% |
| 10Y | +142.4% | +169.3% | -26.9% | +50.3% |
| All | +393.0% | +680.6% | -287.5% | +78.6% |
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