+508.4%
F vs AEP
+2,261.3%
-1,752.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | +2.6% | +3.6% | -1.0% | +1.1% |
| 3M | -8.8% | +1.8% | -10.6% | -9.6% |
| 6M | +4.6% | -3.1% | +7.8% | +5.3% |
| YTD | -1.9% | +12.2% | -14.1% | -7.1% |
| 1Y | -0.8% | +9.1% | -9.9% | -5.1% |
| 3Y | +43.5% | +77.9% | -34.4% | +11.0% |
| 5Y | -12.1% | +78.1% | -90.2% | -32.4% |
| 10Y | +83.6% | +187.8% | -104.2% | +12.0% |
| All | +508.4% | +2,261.3% | -1,752.9% | +29.7% |
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