+20,176.5%
ETN vs AEP
+2,226.6%
+17,949.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | -6.7% | +1.5% | -8.2% | -7.2% |
| 3M | +3.6% | -1.7% | +5.3% | +3.9% |
| 6M | +18.3% | -4.0% | +22.4% | +19.4% |
| YTD | +31.5% | +10.6% | +20.9% | +26.2% |
| 1Y | +20.6% | +18.6% | +1.9% | +12.8% |
| 3Y | +82.5% | +78.7% | +3.9% | +43.8% |
| 5Y | +177.8% | +65.1% | +112.7% | +123.0% |
| 10Y | +705.0% | +177.7% | +527.3% | +422.4% |
| All | +20,176.5% | +2,226.6% | +17,949.9% | +6,307.9% |
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