-68.3%
U vs AEP
+64.9%
-133.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +4.4% | +0.9% | +3.5% | +4.3% |
| 30D | -1.3% | +1.5% | -2.8% | -1.4% |
| 3M | +49.6% | -1.7% | +51.3% | +49.5% |
| 6M | +100.2% | -4.0% | +104.2% | +100.2% |
| YTD | -3.7% | +10.6% | -14.3% | -6.0% |
| 1Y | -6.5% | +18.6% | -25.1% | -10.3% |
| 3Y | +12.9% | +78.7% | -65.8% | -7.5% |
| 5Y | -68.3% | +65.1% | -133.4% | -69.9% |
| All | -68.3% | +64.9% | -133.2% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling