+80.5%
AEP vs AMBA
-70.4%
+151.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -0.2% |
| 7D | -2.8% | -7.2% | +4.4% | -2.8% |
| 30D | +3.6% | -10.4% | +14.0% | +3.6% |
| 3M | +1.8% | -30.1% | +31.9% | +1.8% |
| 6M | -3.1% | -22.4% | +19.3% | -3.1% |
| YTD | +12.2% | -17.3% | +29.6% | +12.1% |
| 1Y | +9.1% | -35.4% | +44.5% | +9.3% |
| 3Y | +77.9% | +18.6% | +59.3% | +73.6% |
| All | +80.5% | -70.4% | +151.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling