+170.5%
AEP vs SONY
+293.1%
-122.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.9% | -2.7% | +1.7% | -0.6% |
| 30D | -1.1% | +1.5% | -2.6% | -1.3% |
| 3M | -3.3% | +13.0% | -16.3% | -4.9% |
| 6M | -4.6% | +11.2% | -15.9% | -6.2% |
| YTD | +9.4% | -6.6% | +16.1% | +10.0% |
| 1Y | +16.9% | -18.1% | +35.1% | +19.3% |
| 3Y | +76.6% | +42.1% | +34.6% | +64.7% |
| 5Y | +66.2% | +11.0% | +55.2% | +57.9% |
| All | +170.5% | +293.1% | -122.6% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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