+67.2%
AEP vs ROKU
-52.4%
+119.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -1.1% | +2.1% | -3.1% | -1.1% |
| 3M | -3.3% | +29.5% | -32.8% | -3.5% |
| 6M | -4.6% | +53.8% | -58.4% | -5.0% |
| YTD | +9.4% | +42.8% | -33.4% | +9.1% |
| 1Y | +16.9% | +60.7% | -43.8% | +16.4% |
| 3Y | +76.6% | +83.9% | -7.3% | +74.2% |
| All | +67.2% | -52.4% | +119.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 5y: compounded portfolio wealth divided by compounded ROKU 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…
5y analysis · Full analysis span regression · 6 months rolling