+8,164.6%
AMD vs AEP
+206.3%
+7,958.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.1% |
| 7D | +13.1% | +0.7% | +12.4% | +13.1% |
| 30D | -7.0% | +4.8% | -11.8% | -7.8% |
| 3M | +16.6% | +5.4% | +11.2% | +15.4% |
| 6M | +20.5% | +0.4% | +20.1% | +20.1% |
| YTD | +158.2% | +15.5% | +142.7% | +149.0% |
| 1Y | +132.8% | +8.5% | +124.3% | +127.6% |
| 3Y | +366.2% | +84.6% | +281.6% | +291.4% |
| 5Y | +278.7% | +86.9% | +191.8% | +216.7% |
| 10Y | +8,164.6% | +205.1% | +7,959.4% | +7,857.6% |
| All | +8,164.6% | +206.3% | +7,958.3% | +7,857.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling