+16.9%
AEP vs YUM
-2.1%
+19.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -0.9% | -6.1% | +5.1% | +0.1% |
| 30D | -1.1% | -5.8% | +4.8% | -0.1% |
| 3M | -3.3% | -7.6% | +4.3% | -1.9% |
| 6M | -4.6% | -9.1% | +4.5% | -3.0% |
| YTD | +9.4% | -5.5% | +14.9% | +10.8% |
| 1Y | +16.9% | -3.7% | +20.6% | +18.8% |
| All | +16.9% | -2.1% | +19.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling