+76.6%
AEP vs ADSK
-3.2%
+79.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.9% | -2.5% | +1.6% | -1.1% |
| 30D | -1.1% | -14.9% | +13.8% | -1.8% |
| 3M | -3.3% | +3.3% | -6.6% | -3.1% |
| 6M | -4.6% | -15.7% | +11.0% | -5.3% |
| YTD | +9.4% | -28.2% | +37.7% | +8.4% |
| 1Y | +16.9% | -34.5% | +51.5% | +15.7% |
| 3Y | +76.6% | -2.9% | +79.5% | +67.3% |
| All | +76.6% | -3.2% | +79.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 3y: compounded portfolio wealth divided by compounded ADSK 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…
3y analysis · Full analysis span regression · 6 months rolling