+86.4%
U vs AEP
+82.5%
+3.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.0% |
| 7D | +24.4% | -0.8% | +25.2% | +24.2% |
| 30D | +7.4% | +4.9% | +2.5% | +9.1% |
| 3M | +16.8% | +4.9% | +11.9% | +18.7% |
| 6M | +78.8% | -0.3% | +79.0% | +79.7% |
| YTD | +14.0% | +14.3% | -0.3% | +17.2% |
| 1Y | +16.7% | +7.5% | +9.2% | +19.6% |
| 3Y | +86.4% | +82.6% | +3.7% | +79.8% |
| All | +86.4% | +82.5% | +3.9% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling