+1,591.4%
AMAT vs AEP
+167.9%
+1,423.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | +1.8% | -3.3% | -2.0% |
| 30D | -14.8% | -0.8% | -14.0% | -14.6% |
| 3M | -9.3% | -1.8% | -7.4% | -9.1% |
| 6M | +27.4% | -5.4% | +32.8% | +28.8% |
| YTD | +77.6% | +10.4% | +67.1% | +71.8% |
| 1Y | +188.9% | +18.2% | +170.8% | +173.5% |
| 3Y | +202.3% | +79.0% | +123.3% | +139.5% |
| 5Y | +248.9% | +64.8% | +184.1% | +183.2% |
| All | +1,591.4% | +167.9% | +1,423.6% | +1,103.0% |
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