+100,756.0%
AMAT vs AEP
+2,261.3%
+98,494.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -2.8% | -11.9% | -13.8% |
| 30D | -36.1% | +3.6% | -39.7% | -37.0% |
| 3M | -36.9% | +1.8% | -38.6% | -37.4% |
| 6M | -22.2% | -3.1% | -19.1% | -21.8% |
| YTD | +29.9% | +12.2% | +17.7% | +23.8% |
| 1Y | +43.3% | +9.1% | +34.1% | +37.8% |
| 3Y | +142.7% | +77.9% | +64.8% | +90.1% |
| 5Y | +126.2% | +78.1% | +48.1% | +75.0% |
| 10Y | +1,211.7% | +187.8% | +1,023.9% | +734.3% |
| All | +100,756.0% | +2,261.3% | +98,494.8% | +22,009.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling