+151.4%
ADBE vs AEP
+174.9%
-23.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -5.4% | -0.9% | -4.4% | -5.2% |
| 30D | -2.5% | -1.1% | -1.5% | -2.3% |
| 3M | +15.3% | -3.3% | +18.6% | +16.0% |
| 6M | -7.8% | -4.6% | -3.2% | -7.3% |
| YTD | -27.9% | +9.4% | -37.3% | -30.3% |
| 1Y | -28.0% | +16.9% | -45.0% | -32.0% |
| 3Y | -55.3% | +76.6% | -132.0% | -63.9% |
| 5Y | -61.7% | +66.2% | -127.9% | -68.5% |
| All | +151.4% | +174.9% | -23.4% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling