+1,315.3%
AMAT vs AEP
+191.0%
+1,124.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.4% | +9.9% | +11.0% |
| 7D | -1.1% | -1.5% | +0.5% | -0.6% |
| 30D | -26.9% | +4.5% | -31.4% | -27.8% |
| 3M | -31.2% | +2.8% | -34.0% | -31.8% |
| 6M | -14.7% | -0.7% | -14.0% | -14.9% |
| YTD | +44.7% | +13.8% | +30.9% | +38.8% |
| 1Y | +62.0% | +9.0% | +53.0% | +57.2% |
| 3Y | +165.0% | +83.0% | +82.0% | +109.9% |
| 5Y | +147.1% | +83.3% | +63.8% | +93.0% |
| 10Y | +1,315.3% | +194.6% | +1,120.7% | +911.3% |
| All | +1,315.3% | +191.0% | +1,124.3% | +911.3% |
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