+199.8%
TER vs AEP
+16.1%
+183.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | -8.3% | -0.8% | -7.5% | -8.0% |
| 3M | -12.2% | -1.8% | -10.4% | -13.5% |
| 6M | +17.0% | -5.4% | +22.4% | +18.1% |
| YTD | +84.6% | +10.4% | +74.2% | +63.9% |
| 1Y | +199.8% | +18.2% | +181.7% | +162.5% |
| All | +199.8% | +16.1% | +183.7% | +162.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling