+143.7%
AEP vs ROKU
+883.2%
-739.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +0.5% | +1.5% | -0.9% | +0.5% |
| 3M | -0.3% | +25.7% | -26.0% | -0.6% |
| 6M | -3.5% | +54.5% | -57.9% | -4.1% |
| YTD | +11.3% | +43.2% | -31.9% | +10.6% |
| 1Y | +20.2% | +56.3% | -36.1% | +19.3% |
| 3Y | +79.8% | +86.1% | -6.3% | +76.6% |
| 5Y | +65.6% | -53.6% | +119.1% | +64.2% |
| All | +143.7% | +883.2% | -739.5% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling