-9.1%
T vs AEP
+16.1%
-25.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | +11.4% | -0.8% | +12.2% | +11.6% |
| 3M | +14.3% | -1.8% | +16.1% | +15.3% |
| 6M | -9.3% | -5.4% | -3.9% | -7.7% |
| YTD | +7.1% | +10.4% | -3.3% | +7.8% |
| 1Y | -9.1% | +18.2% | -27.2% | -9.8% |
| All | -9.1% | +16.1% | -25.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling