-5.5%
ETN vs AEP
+10.7%
-16.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.9% |
| 7D | -10.1% | +0.8% | -10.9% | -10.1% |
| 30D | -18.4% | +7.9% | -26.3% | -18.8% |
| 3M | -20.4% | +1.5% | -21.9% | -20.5% |
| 6M | -16.0% | -2.6% | -13.4% | -16.0% |
| YTD | +11.8% | +14.7% | -2.9% | +7.9% |
| 1Y | -5.5% | +10.8% | -16.2% | -8.4% |
| All | -5.5% | +10.7% | -16.2% | -8.4% |
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 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