+1,057.8%
TER vs AEP
+206.5%
+851.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +24.0% | +2.5% | +21.5% | +23.2% |
| 30D | -30.6% | +3.4% | -34.0% | -31.3% |
| 3M | -34.5% | +4.2% | -38.7% | -35.3% |
| 6M | -26.4% | -0.8% | -25.6% | -26.6% |
| YTD | +36.4% | +15.2% | +21.2% | +30.1% |
| 1Y | +47.4% | +8.3% | +39.1% | +43.2% |
| 3Y | +202.6% | +84.2% | +118.4% | +145.9% |
| 5Y | +83.9% | +87.8% | -3.9% | +48.5% |
| All | +1,057.8% | +206.5% | +851.3% | +819.8% |
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