+709.4%
AEP vs ITUB
+1,959.7%
-1,250.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.4% |
| 7D | +2.0% | +8.2% | -6.2% | +0.7% |
| 30D | +0.5% | +4.7% | -4.2% | -0.3% |
| 3M | -0.3% | +13.0% | -13.3% | -2.4% |
| 6M | -3.5% | +4.2% | -7.6% | -4.4% |
| YTD | +11.3% | +18.6% | -7.3% | +7.7% |
| 1Y | +20.2% | +31.3% | -11.0% | +14.4% |
| 3Y | +79.8% | +124.9% | -45.1% | +55.6% |
| 5Y | +65.6% | +195.6% | -130.0% | +34.3% |
| 10Y | +169.3% | +196.4% | -27.1% | +103.2% |
| All | +709.4% | +1,959.7% | -1,250.4% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling