+1,628.8%
T vs AEP
+2,329.7%
-700.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +2.0% | +0.7% | +1.2% | +1.6% |
| 30D | -1.0% | +4.8% | -5.8% | -3.0% |
| 3M | -8.1% | +5.4% | -13.5% | -10.3% |
| 6M | -8.3% | +0.4% | -8.6% | -8.6% |
| YTD | -6.1% | +15.5% | -21.6% | -12.0% |
| 1Y | -7.4% | +8.5% | -15.9% | -10.9% |
| 3Y | +65.4% | +84.6% | -19.2% | +25.8% |
| 5Y | +57.6% | +86.9% | -29.3% | +17.9% |
| 10Y | +61.4% | +205.1% | -143.8% | -3.6% |
| All | +1,628.8% | +2,329.7% | -700.8% | +235.1% |
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 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