+62.5%
T vs AEP
+206.5%
-144.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +1.6% | +2.5% | -0.8% | +0.5% |
| 30D | -2.9% | +3.4% | -6.3% | -4.4% |
| 3M | -7.5% | +4.2% | -11.7% | -9.4% |
| 6M | -9.9% | -0.8% | -9.1% | -9.7% |
| YTD | -6.4% | +15.2% | -21.7% | -12.7% |
| 1Y | -9.4% | +8.3% | -17.7% | -13.1% |
| 3Y | +64.9% | +84.2% | -19.3% | +22.4% |
| 5Y | +57.0% | +87.8% | -30.9% | +13.7% |
| All | +62.5% | +206.5% | -144.0% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling