-40.2%
AMAT vs AEP
-0.9%
-39.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.9% | -11.7% | -13.7% |
| 7D | -24.3% | -2.0% | -22.3% | -24.4% |
| 30D | -39.8% | +4.2% | -44.0% | -40.4% |
| 3M | -40.2% | +1.0% | -41.2% | -39.7% |
| All | -40.2% | -0.9% | -39.3% | -39.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling