+47.4%
EWZ vs AEP
+186.9%
-139.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | -2.8% | +1.3% | -0.4% |
| 30D | -24.5% | +3.6% | -28.2% | -25.6% |
| 3M | -10.7% | +1.8% | -12.5% | -11.4% |
| 6M | -19.1% | -3.1% | -16.0% | -18.3% |
| YTD | +1.6% | +12.2% | -10.6% | -3.3% |
| 1Y | +4.3% | +9.1% | -4.8% | +0.3% |
| 3Y | +19.0% | +77.9% | -58.9% | -8.3% |
| 5Y | +57.7% | +78.1% | -20.4% | +19.2% |
| All | +47.4% | +186.9% | -139.5% | -2.6% |
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 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