+67.2%
AEP vs YUM
+19.0%
+48.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -0.9% | -6.1% | +5.1% | +0.9% |
| 30D | -1.1% | -5.8% | +4.8% | +0.6% |
| 3M | -3.3% | -7.6% | +4.3% | -1.2% |
| 6M | -4.6% | -9.1% | +4.5% | -2.2% |
| YTD | +9.4% | -5.5% | +14.9% | +10.6% |
| 1Y | +16.9% | -3.7% | +20.6% | +17.3% |
| 3Y | +76.6% | +17.8% | +58.8% | +63.1% |
| All | +67.2% | +19.0% | +48.2% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling