+807.0%
AEP vs EBAY
+12,541.3%
-11,734.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | +0.5% | -6.3% | +6.8% | +0.9% |
| 3M | -0.3% | -3.3% | +2.9% | -0.2% |
| 6M | -3.5% | +13.5% | -16.9% | -4.4% |
| YTD | +11.3% | +21.2% | -9.9% | +9.6% |
| 1Y | +20.2% | +13.9% | +6.4% | +18.7% |
| 3Y | +79.8% | +153.1% | -73.3% | +68.0% |
| 5Y | +65.6% | +54.5% | +11.1% | +58.3% |
| 10Y | +169.3% | +262.7% | -93.4% | +142.6% |
| All | +807.0% | +12,541.3% | -11,734.3% | +700.0% |
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