+58.5%
AMAT vs AEP
+8.5%
+50.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.4% | +9.9% | +11.4% |
| 7D | -1.1% | -1.5% | +0.5% | -1.3% |
| 30D | -26.9% | +4.5% | -31.4% | -26.8% |
| 3M | -31.2% | +2.8% | -34.0% | -31.0% |
| 6M | -14.7% | -0.7% | -14.0% | -14.5% |
| YTD | +44.7% | +13.8% | +30.9% | +45.9% |
| All | +58.5% | +8.5% | +50.0% | +61.2% |
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