+20,355.4%
ADBE vs AEP
+2,329.1%
+18,026.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.6% | +2.9% | -1.3% | +0.5% |
| 30D | +1.0% | +3.2% | -2.2% | -0.3% |
| 3M | -10.1% | +3.8% | -13.9% | -11.6% |
| 6M | +3.0% | +2.5% | +0.5% | +1.3% |
| YTD | -30.5% | +15.5% | -46.0% | -35.3% |
| 1Y | -27.1% | +9.6% | -36.7% | -30.7% |
| 3Y | -58.8% | +91.2% | -150.0% | -69.6% |
| 5Y | -63.0% | +88.2% | -151.2% | -72.9% |
| 10Y | +134.5% | +205.1% | -70.6% | +34.9% |
| All | +20,355.4% | +2,329.1% | +18,026.3% | +2,843.6% |
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