-39.0%
U vs AEP
+93.0%
-132.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.8% | +1.8% | -5.6% | -3.8% |
| 30D | +17.5% | -0.8% | +18.3% | +17.5% |
| 3M | +38.7% | -1.8% | +40.6% | +38.6% |
| 6M | +104.4% | -5.4% | +109.8% | +104.5% |
| YTD | -5.7% | +10.4% | -16.1% | -7.2% |
| 1Y | +3.7% | +18.2% | -14.5% | +0.9% |
| 3Y | +12.3% | +79.0% | -66.6% | -2.0% |
| 5Y | -68.8% | +64.8% | -133.7% | -70.4% |
| All | -39.0% | +93.0% | -132.1% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling