+219.1%
TER vs AEP
+68.7%
+150.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +11.0% | +2.0% | +9.0% | +10.5% |
| 30D | -1.9% | +0.5% | -2.4% | -2.0% |
| 3M | -0.7% | -0.3% | -0.4% | -1.1% |
| 6M | +36.4% | -3.5% | +39.8% | +36.9% |
| YTD | +92.4% | +11.3% | +81.2% | +86.2% |
| 1Y | +213.5% | +20.2% | +193.3% | +198.7% |
| 3Y | +277.2% | +79.8% | +197.5% | +214.1% |
| 5Y | +219.1% | +65.6% | +153.6% | +174.4% |
| All | +219.1% | +68.7% | +150.4% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling