+67.0%
EWZ vs AEP
+206.3%
-139.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -25.5% | +4.8% | -30.3% | -26.8% |
| 3M | -4.5% | +5.4% | -9.9% | -6.5% |
| 6M | -15.3% | +0.4% | -15.7% | -15.7% |
| YTD | +3.1% | +15.5% | -12.4% | -3.0% |
| 1Y | +1.2% | +8.5% | -7.3% | -2.4% |
| 3Y | +19.3% | +84.6% | -65.3% | -9.1% |
| 5Y | +52.3% | +86.9% | -34.6% | +13.3% |
| 10Y | +67.0% | +205.1% | -138.1% | +14.5% |
| All | +67.0% | +206.3% | -139.3% | +14.5% |
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