+170.5%
AEP vs ITUB
+220.1%
-49.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | -1.1% | +12.6% | -13.7% | -2.5% |
| 3M | -3.3% | +6.4% | -9.7% | -4.1% |
| 6M | -4.6% | +0.6% | -5.2% | -5.0% |
| YTD | +9.4% | +18.8% | -9.4% | +6.7% |
| 1Y | +16.9% | +31.0% | -14.1% | +12.6% |
| 3Y | +76.6% | +118.1% | -41.4% | +58.8% |
| 5Y | +66.2% | +193.0% | -126.8% | +42.2% |
| All | +170.5% | +220.1% | -49.6% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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