+3,306.4%
V vs AEP
+547.3%
+2,759.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | -0.8% | -1.5% | +0.7% | -0.1% |
| 30D | +9.5% | +4.5% | +5.0% | +7.4% |
| 3M | +16.7% | +2.8% | +13.8% | +15.1% |
| 6M | +32.9% | -0.7% | +33.6% | +32.8% |
| YTD | +21.1% | +13.8% | +7.2% | +13.3% |
| 1Y | +26.6% | +9.0% | +17.7% | +20.7% |
| 3Y | +78.4% | +83.0% | -4.6% | +32.1% |
| 5Y | +105.5% | +83.3% | +22.2% | +49.0% |
| 10Y | +444.2% | +194.6% | +249.7% | +200.6% |
| All | +3,306.4% | +547.3% | +2,759.1% | +1,052.6% |
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