+33.1%
KRE vs AEP
+63.6%
-30.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -3.9% | -0.1% | -3.8% | -3.9% |
| 3M | +3.6% | -3.2% | +6.8% | +4.4% |
| 6M | +15.4% | -5.3% | +20.7% | +16.8% |
| YTD | +15.2% | +9.5% | +5.7% | +11.9% |
| 1Y | +16.5% | +17.5% | -1.0% | +10.5% |
| 3Y | +85.2% | +77.0% | +8.2% | +47.8% |
| 5Y | +33.1% | +66.4% | -33.3% | +7.4% |
| All | +33.1% | +63.6% | -30.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling