+203.0%
AMAT vs AEP
+79.3%
+123.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -1.5% | +1.8% | -3.3% | -1.1% |
| 30D | -14.8% | -0.8% | -14.0% | -15.0% |
| 3M | -9.3% | -1.8% | -7.4% | -9.5% |
| 6M | +27.4% | -5.4% | +32.8% | +26.1% |
| YTD | +77.6% | +10.4% | +67.1% | +83.4% |
| 1Y | +188.9% | +18.2% | +170.8% | +205.5% |
| All | +203.0% | +79.3% | +123.7% | +252.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling