+2,195.5%
AEP vs ADSK
+4,756.5%
-2,561.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | -1.0% | -10.9% | +9.9% | -0.1% |
| 30D | -0.1% | -15.9% | +15.8% | +1.2% |
| 3M | -3.2% | -4.4% | +1.2% | -3.1% |
| 6M | -5.3% | -16.6% | +11.4% | -4.3% |
| YTD | +9.5% | -28.5% | +38.0% | +11.9% |
| 1Y | +17.5% | -34.6% | +52.1% | +20.9% |
| 3Y | +77.0% | -3.5% | +80.4% | +74.6% |
| 5Y | +66.4% | -25.6% | +92.0% | +65.7% |
| 10Y | +175.1% | +216.6% | -41.5% | +136.5% |
| All | +2,195.5% | +4,756.5% | -2,561.0% | +1,412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling