+349.8%
EWZ vs AEP
+1,064.8%
-715.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | -2.8% | +1.3% | -0.1% |
| 30D | -24.5% | +3.6% | -28.2% | -25.9% |
| 3M | -10.7% | +1.8% | -12.5% | -11.6% |
| 6M | -19.1% | -3.1% | -16.0% | -18.2% |
| YTD | +1.6% | +12.2% | -10.6% | -4.7% |
| 1Y | +4.3% | +9.1% | -4.8% | -0.9% |
| 3Y | +19.0% | +77.9% | -58.9% | -13.3% |
| 5Y | +57.7% | +78.1% | -20.4% | +12.4% |
| 10Y | +51.3% | +187.8% | -136.5% | -18.5% |
| All | +349.8% | +1,064.8% | -715.0% | +33.8% |
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