+1,321.9%
AMAT vs AEP
+207.1%
+1,114.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +11.4% | +2.9% | +8.5% | +10.6% |
| 30D | -17.0% | +3.2% | -20.2% | -17.7% |
| 3M | -30.6% | +3.8% | -34.4% | -31.3% |
| 6M | -14.9% | +2.5% | -17.5% | -15.8% |
| YTD | +44.7% | +15.5% | +29.2% | +38.3% |
| 1Y | +66.9% | +9.6% | +57.3% | +61.8% |
| 3Y | +153.3% | +91.2% | +62.1% | +97.7% |
| 5Y | +146.2% | +88.2% | +58.0% | +90.9% |
| All | +1,321.9% | +207.1% | +1,114.8% | +917.8% |
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