+2,231.7%
AEP vs SONY
+516.6%
+1,715.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.3% |
| 7D | +2.0% | -5.2% | +7.2% | +2.7% |
| 30D | +0.5% | +0.3% | +0.2% | +0.4% |
| 3M | -0.3% | +6.2% | -6.5% | -1.4% |
| 6M | -3.5% | +9.5% | -13.0% | -5.0% |
| YTD | +11.3% | -8.1% | +19.4% | +12.0% |
| 1Y | +20.2% | -17.9% | +38.2% | +22.7% |
| 3Y | +79.8% | +41.5% | +38.3% | +68.1% |
| 5Y | +65.6% | +11.8% | +53.7% | +58.1% |
| 10Y | +169.3% | +275.4% | -106.1% | +112.4% |
| All | +2,231.7% | +516.6% | +1,715.1% | +1,462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling