+66.4%
AEP vs EBAY
+55.0%
+11.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -0.1% | -0.6% | +0.5% | -0.1% |
| 3M | -3.2% | -1.0% | -2.2% | -3.3% |
| 6M | -5.3% | +16.3% | -21.6% | -7.5% |
| YTD | +9.5% | +21.7% | -12.2% | +6.0% |
| 1Y | +17.5% | +16.5% | +1.0% | +13.9% |
| 3Y | +77.0% | +154.2% | -77.2% | +48.9% |
| 5Y | +66.4% | +58.1% | +8.3% | +38.3% |
| All | +66.4% | +55.0% | +11.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling