-26.6%
U vs AEP
+101.4%
-128.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.8% | +2.5% | +0.4% | +2.9% |
| 30D | +7.6% | +3.4% | +4.2% | +7.6% |
| 3M | +12.7% | +4.2% | +8.5% | +12.6% |
| 6M | +87.0% | -0.8% | +87.8% | +87.1% |
| YTD | +13.6% | +15.2% | -1.6% | +11.8% |
| 1Y | +25.3% | +8.3% | +17.0% | +24.3% |
| 3Y | +85.8% | +84.2% | +1.6% | +62.8% |
| 5Y | -74.5% | +87.8% | -162.3% | -75.3% |
| All | -26.6% | +101.4% | -128.0% | -12.4% |
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 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