+189.9%
LQD vs AEP
+1,004.1%
-814.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.2% | +2.0% | -1.8% | +0.1% |
| 30D | -0.6% | +0.5% | -1.1% | -0.6% |
| 3M | -1.2% | -0.3% | -0.9% | -1.2% |
| 6M | -1.9% | -3.5% | +1.5% | -1.8% |
| YTD | -1.3% | +11.3% | -12.5% | -2.1% |
| 1Y | -1.0% | +20.2% | -21.2% | -2.3% |
| 3Y | +15.2% | +79.8% | -64.5% | +10.5% |
| 5Y | -4.4% | +65.6% | -70.0% | -8.0% |
| 10Y | +22.6% | +169.3% | -146.7% | +14.9% |
| All | +189.9% | +1,004.1% | -814.2% | +157.3% |
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