+95.5%
AMD vs AEP
+10.7%
+84.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +0.8% |
| 7D | -15.5% | +0.8% | -16.3% | -15.2% |
| 30D | -22.6% | +7.9% | -30.6% | -20.7% |
| 3M | -5.7% | +1.5% | -7.2% | -5.2% |
| 6M | +43.1% | -2.6% | +45.7% | +41.5% |
| YTD | +128.2% | +14.7% | +113.6% | +125.3% |
| 1Y | +95.5% | +10.8% | +84.7% | +98.4% |
| All | +95.5% | +10.7% | +84.8% | +98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling