+66.4%
AEP vs SONY
+8.8%
+57.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.0% | -5.8% | +4.8% | -0.6% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | -3.2% | +13.3% | -16.5% | -4.2% |
| 6M | -5.3% | +8.5% | -13.8% | -6.1% |
| YTD | +9.5% | -8.1% | +17.7% | +10.1% |
| 1Y | +17.5% | -17.9% | +35.4% | +19.1% |
| 3Y | +77.0% | +41.4% | +35.5% | +67.7% |
| 5Y | +66.4% | +9.3% | +57.1% | +55.4% |
| All | +66.4% | +8.8% | +57.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling