+9,717.5%
TER vs AEP
+2,303.9%
+7,413.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -8.9% | -0.8% | -8.1% | -8.4% |
| 30D | -39.1% | +4.9% | -43.9% | -40.2% |
| 3M | -32.8% | +4.9% | -37.6% | -34.0% |
| 6M | -31.7% | -0.3% | -31.5% | -32.2% |
| YTD | +26.9% | +14.3% | +12.7% | +19.5% |
| 1Y | +33.6% | +7.5% | +26.1% | +28.8% |
| 3Y | +181.5% | +82.6% | +98.9% | +115.3% |
| 5Y | +76.1% | +81.5% | -5.3% | +33.6% |
| 10Y | +1,006.2% | +203.2% | +803.0% | +553.2% |
| All | +9,717.5% | +2,303.9% | +7,413.6% | +2,084.9% |
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