+801.6%
AEP vs EBAY
+12,410.8%
-11,609.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.9% | -3.0% | +3.9% | +1.1% |
| 30D | +1.5% | -3.6% | +5.1% | +1.7% |
| 3M | -1.7% | -4.4% | +2.8% | -1.5% |
| 6M | -4.0% | +12.1% | -16.1% | -4.9% |
| YTD | +10.6% | +19.9% | -9.3% | +9.0% |
| 1Y | +18.6% | +13.4% | +5.2% | +17.1% |
| 3Y | +78.7% | +150.5% | -71.8% | +67.1% |
| 5Y | +65.1% | +54.8% | +10.3% | +57.9% |
| 10Y | +177.7% | +268.1% | -90.3% | +150.1% |
| All | +801.6% | +12,410.8% | -11,609.2% | +695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling