+871.2%
AEP vs YUM
+4,124.8%
-3,253.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | +0.9% | -3.6% | +4.4% | +1.7% |
| 30D | +1.5% | +0.4% | +1.1% | +1.3% |
| 3M | -1.7% | -3.8% | +2.1% | -1.1% |
| 6M | -4.0% | -8.3% | +4.2% | -2.5% |
| YTD | +10.6% | -2.6% | +13.2% | +10.9% |
| 1Y | +18.6% | +1.5% | +17.1% | +17.6% |
| 3Y | +78.7% | +21.6% | +57.1% | +69.7% |
| 5Y | +65.1% | +23.5% | +41.6% | +55.6% |
| 10Y | +177.7% | +178.9% | -1.2% | +118.8% |
| All | +871.2% | +4,124.8% | -3,253.7% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling