+91.2%
AEP vs LYFT
-82.5%
+173.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -0.9% | -8.4% | +7.4% | -0.8% |
| 30D | -1.1% | -7.6% | +6.5% | -0.9% |
| 3M | -3.3% | +11.7% | -15.0% | -3.6% |
| 6M | -4.6% | +15.1% | -19.7% | -5.1% |
| YTD | +9.4% | -20.9% | +30.3% | +9.9% |
| 1Y | +16.9% | -16.4% | +33.3% | +17.1% |
| 3Y | +76.6% | +35.2% | +41.4% | +72.2% |
| 5Y | +66.2% | -69.4% | +135.6% | +69.3% |
| All | +91.2% | -82.5% | +173.7% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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