+64.3%
T vs AEP
+177.9%
-113.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | +4.6% | +1.5% | +3.1% | +3.8% |
| 3M | +12.2% | -1.7% | +13.9% | +13.1% |
| 6M | -6.5% | -4.0% | -2.4% | -4.9% |
| YTD | +4.9% | +10.6% | -5.7% | -0.1% |
| 1Y | -10.5% | +18.6% | -29.1% | -17.8% |
| 3Y | +104.6% | +78.7% | +25.9% | +54.0% |
| 5Y | +64.2% | +65.1% | -0.9% | +26.6% |
| All | +64.3% | +177.9% | -113.6% | +6.1% |
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