+170.5%
AEP vs AKAM
+103.9%
+66.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.1% |
| 30D | -1.1% | -13.0% | +12.0% | +0.2% |
| 3M | -3.3% | -19.4% | +16.1% | -1.6% |
| 6M | -4.6% | +0.3% | -4.9% | -6.3% |
| YTD | +9.4% | +22.4% | -13.0% | +4.4% |
| 1Y | +16.9% | +34.8% | -17.9% | +9.9% |
| 3Y | +76.6% | +1.9% | +74.7% | +69.5% |
| 5Y | +66.2% | -4.6% | +70.8% | +59.1% |
| All | +170.5% | +103.9% | +66.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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