+142.7%
AMAT vs AEP
+76.7%
+65.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -14.7% | -2.8% | -11.9% | -15.4% |
| 30D | -36.1% | +3.6% | -39.7% | -35.4% |
| 3M | -36.9% | +1.8% | -38.6% | -36.5% |
| 6M | -22.2% | -3.1% | -19.1% | -22.6% |
| YTD | +29.9% | +12.2% | +17.7% | +35.6% |
| 1Y | +43.3% | +9.1% | +34.1% | +48.2% |
| 3Y | +142.7% | +77.9% | +64.8% | +199.6% |
| All | +142.7% | +76.7% | +65.9% | +199.6% |
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