+170.5%
AEP vs EBAY
+285.8%
-115.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | -0.9% | +4.2% | -5.1% | -1.4% |
| 30D | -1.1% | +5.6% | -6.7% | -1.8% |
| 3M | -3.3% | -1.4% | -1.9% | -3.3% |
| 6M | -4.6% | +18.2% | -22.9% | -7.1% |
| YTD | +9.4% | +24.8% | -15.4% | +5.5% |
| 1Y | +16.9% | +18.0% | -1.1% | +13.2% |
| 3Y | +76.6% | +160.3% | -83.6% | +50.3% |
| 5Y | +66.2% | +62.1% | +4.0% | +47.8% |
| All | +170.5% | +285.8% | -115.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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