+1,622.6%
T vs AEP
+2,329.1%
-706.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | +2.9% | -0.3% | +1.3% |
| 30D | -3.8% | +3.2% | -7.0% | -5.1% |
| 3M | -8.7% | +3.8% | -12.6% | -10.3% |
| 6M | -8.1% | +2.5% | -10.6% | -9.2% |
| YTD | -6.4% | +15.5% | -21.9% | -12.3% |
| 1Y | -9.8% | +9.6% | -19.4% | -13.6% |
| 3Y | +65.5% | +91.2% | -25.7% | +24.0% |
| 5Y | +57.0% | +88.2% | -31.2% | +17.1% |
| 10Y | +60.8% | +205.1% | -144.3% | -3.9% |
| All | +1,622.6% | +2,329.1% | -706.5% | +234.0% |
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