+72.2%
F vs AEP
+194.7%
-122.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -0.2% | -1.6% | +1.3% | +0.3% |
| 30D | +0.9% | +4.1% | -3.2% | -0.5% |
| 3M | -11.3% | +4.1% | -15.4% | -12.6% |
| 6M | +2.0% | -1.0% | +3.1% | +1.8% |
| YTD | -3.2% | +13.4% | -16.6% | -8.0% |
| 1Y | -3.5% | +6.7% | -10.2% | -6.4% |
| 3Y | +48.1% | +81.3% | -33.2% | +16.4% |
| 5Y | -13.5% | +80.1% | -93.6% | -31.5% |
| 10Y | +72.2% | +200.9% | -128.7% | +41.4% |
| All | +72.2% | +194.7% | -122.5% | +41.4% |
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