+86.4%
F vs AEP
+170.2%
-83.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -5.0% | -4.5% |
| 7D | +1.2% | +2.0% | -0.8% | +0.5% |
| 30D | +1.2% | +0.5% | +0.7% | +1.0% |
| 3M | -5.7% | -0.3% | -5.3% | -5.9% |
| 6M | +17.9% | -3.5% | +21.4% | +18.6% |
| YTD | +10.4% | +11.3% | -0.9% | +5.6% |
| 1Y | +25.3% | +20.2% | +5.1% | +16.3% |
| 3Y | +37.5% | +79.8% | -42.3% | +8.4% |
| 5Y | +46.5% | +65.6% | -19.0% | +19.3% |
| 10Y | +86.4% | +169.3% | -82.9% | +53.1% |
| All | +86.4% | +170.2% | -83.8% | +53.1% |
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