+2,926.4%
V vs AEP
+527.9%
+2,398.5%
-51.9%
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% | -0.9% |
| 7D | -1.7% | +1.8% | -3.5% | -2.5% |
| 30D | +2.0% | -0.8% | +2.8% | +2.2% |
| 3M | +17.4% | -1.8% | +19.2% | +18.0% |
| 6M | +17.5% | -5.4% | +22.9% | +19.7% |
| YTD | +7.6% | +10.4% | -2.9% | +2.0% |
| 1Y | +7.7% | +18.2% | -10.4% | -1.2% |
| 3Y | +54.7% | +79.0% | -24.3% | +15.4% |
| 5Y | +73.0% | +64.8% | +8.2% | +31.9% |
| 10Y | +390.9% | +170.8% | +220.0% | +182.3% |
| All | +2,926.4% | +527.9% | +2,398.5% | +938.3% |
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