+61.4%
AMAT vs AEP
+10.7%
+50.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -11.2% | +0.8% | -12.0% | -11.1% |
| 30D | -31.9% | +7.9% | -39.8% | -31.7% |
| 3M | -32.3% | +1.5% | -33.8% | -32.2% |
| 6M | -5.4% | -2.6% | -2.8% | -4.8% |
| YTD | +44.3% | +14.7% | +29.6% | +46.1% |
| 1Y | +61.4% | +10.8% | +50.6% | +63.5% |
| All | +61.4% | +10.7% | +50.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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