+1,872.1%
T vs AEP
+2,223.4%
-351.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | +1.8% | -3.1% | -2.0% |
| 30D | +11.4% | -0.8% | +12.2% | +11.7% |
| 3M | +14.3% | -1.8% | +16.1% | +15.1% |
| 6M | -9.3% | -5.4% | -3.9% | -7.3% |
| YTD | +7.1% | +10.4% | -3.3% | +2.4% |
| 1Y | -9.1% | +18.2% | -27.2% | -15.8% |
| 3Y | +105.3% | +79.0% | +26.4% | +58.1% |
| 5Y | +66.8% | +64.8% | +2.0% | +31.7% |
| 10Y | +66.8% | +170.8% | -104.1% | +4.8% |
| All | +1,872.1% | +2,223.4% | -351.3% | +290.0% |
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