+706.7%
ETN vs AEP
+174.9%
+531.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -0.9% | +4.5% | +3.8% |
| 30D | -7.5% | -1.1% | -6.5% | -7.3% |
| 3M | +8.3% | -3.3% | +11.6% | +9.0% |
| 6M | +20.2% | -4.6% | +24.8% | +21.2% |
| YTD | +34.7% | +9.4% | +25.3% | +30.6% |
| 1Y | +19.4% | +16.9% | +2.5% | +13.6% |
| 3Y | +85.5% | +76.6% | +8.9% | +49.6% |
| 5Y | +186.6% | +66.2% | +120.4% | +134.0% |
| All | +706.7% | +174.9% | +531.8% | +543.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling