+615.0%
F vs AEP
+2,223.4%
-1,608.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +5.3% | +1.8% | +3.5% | +4.6% |
| 30D | +4.6% | -0.8% | +5.4% | +4.8% |
| 3M | -3.7% | -1.8% | -1.8% | -3.3% |
| 6M | +16.8% | -5.4% | +22.2% | +18.6% |
| YTD | +15.3% | +10.4% | +4.8% | +9.9% |
| 1Y | +31.0% | +18.2% | +12.9% | +21.2% |
| 3Y | +45.4% | +79.0% | -33.5% | +12.1% |
| 5Y | +54.7% | +64.8% | -10.2% | +22.5% |
| 10Y | +98.2% | +170.8% | -72.6% | +23.9% |
| All | +615.0% | +2,223.4% | -1,608.4% | +53.4% |
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 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