+122,851.5%
AAPL vs AEP
+2,223.4%
+120,628.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +3.0% | -0.8% | +3.8% | +3.2% |
| 3M | +2.9% | -1.8% | +4.7% | +3.3% |
| 6M | +22.1% | -5.4% | +27.5% | +23.7% |
| YTD | +18.0% | +10.4% | +7.6% | +13.9% |
| 1Y | +33.9% | +18.2% | +15.8% | +26.3% |
| 3Y | +71.2% | +79.0% | -7.8% | +39.9% |
| 5Y | +112.6% | +64.8% | +47.8% | +77.6% |
| 10Y | +1,198.8% | +170.8% | +1,027.9% | +821.9% |
| All | +122,851.5% | +2,223.4% | +120,628.1% | +34,243.5% |
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