+22,327.1%
ADBE vs AEP
+2,223.4%
+20,103.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | -8.6% | +1.8% | -10.4% | -9.2% |
| 30D | +2.8% | -0.8% | +3.6% | +3.0% |
| 3M | +3.1% | -1.8% | +5.0% | +3.5% |
| 6M | -2.4% | -5.4% | +2.9% | -1.2% |
| YTD | -23.9% | +10.4% | -34.3% | -27.7% |
| 1Y | -22.6% | +18.2% | -40.7% | -28.8% |
| 3Y | -52.7% | +79.0% | -131.6% | -64.2% |
| 5Y | -60.0% | +64.8% | -124.9% | -69.0% |
| 10Y | +157.3% | +170.8% | -13.5% | +55.7% |
| All | +22,327.1% | +2,223.4% | +20,103.7% | +3,186.6% |
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