-2.4%
U vs AEP
+17.4%
-19.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.8% |
| 7D | 0.0% | -1.0% | +1.0% | -0.8% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | +57.8% | -3.2% | +61.0% | +54.6% |
| 6M | +103.5% | -5.3% | +108.8% | +96.1% |
| YTD | -4.8% | +9.5% | -14.3% | +3.0% |
| 1Y | -2.4% | +17.5% | -19.9% | +10.0% |
| All | -2.4% | +17.4% | -19.8% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling