+88.9%
AMD vs AEP
+9.3%
+79.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.0% |
| 7D | -11.0% | -2.8% | -8.2% | -12.0% |
| 30D | -30.5% | +3.6% | -34.1% | -29.6% |
| 3M | -8.2% | +1.8% | -10.0% | -7.6% |
| 6M | +6.6% | -3.1% | +9.7% | +5.6% |
| YTD | +109.7% | +12.2% | +97.4% | +105.8% |
| 1Y | +88.9% | +9.1% | +79.8% | +89.5% |
| All | +88.9% | +9.3% | +79.7% | +89.5% |
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 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