+1,362.0%
AMAT vs AEP
+206.5%
+1,155.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.5% |
| 7D | +19.3% | +2.5% | +16.9% | +18.6% |
| 30D | -17.9% | +3.4% | -21.3% | -18.7% |
| 3M | -30.4% | +4.2% | -34.6% | -31.2% |
| 6M | -11.4% | -0.8% | -10.6% | -11.6% |
| YTD | +48.8% | +15.2% | +33.5% | +42.3% |
| 1Y | +66.0% | +8.3% | +57.7% | +61.5% |
| 3Y | +158.8% | +84.2% | +74.6% | +105.0% |
| 5Y | +153.2% | +87.8% | +65.4% | +96.4% |
| All | +1,362.0% | +206.5% | +1,155.5% | +947.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling