-38.4%
U vs AEP
+91.4%
-129.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | +57.8% | -3.2% | +61.0% | +57.7% |
| 6M | +103.5% | -5.3% | +108.8% | +103.6% |
| YTD | -4.8% | +9.5% | -14.3% | -6.2% |
| 1Y | -2.4% | +17.5% | -19.9% | -5.1% |
| 3Y | +11.7% | +77.0% | -65.3% | -2.4% |
| 5Y | -68.9% | +66.4% | -135.2% | -70.3% |
| All | -38.4% | +91.4% | -129.9% | -26.5% |
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 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