+167.6%
AMAT vs AEP
+83.4%
+84.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +6.0% |
| 7D | +7.0% | +0.7% | +6.2% | +6.9% |
| 30D | -20.6% | +4.8% | -25.4% | -20.7% |
| 3M | -24.8% | +5.4% | -30.1% | -24.9% |
| 6M | -10.7% | +0.4% | -11.1% | -10.8% |
| YTD | +54.3% | +15.5% | +38.8% | +53.1% |
| 1Y | +73.7% | +8.5% | +65.2% | +73.0% |
| 3Y | +168.4% | +84.6% | +83.8% | +143.0% |
| 5Y | +167.6% | +86.9% | +80.7% | +150.5% |
| All | +167.6% | +83.4% | +84.1% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling