+331.1%
AMD vs AEP
+79.3%
+251.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | +1.8% | +0.8% | +3.0% |
| 30D | -0.9% | -0.8% | -0.1% | -1.1% |
| 3M | -8.7% | -1.8% | -6.9% | -9.0% |
| 6M | +136.3% | -5.4% | +141.7% | +133.8% |
| YTD | +123.0% | +10.4% | +112.5% | +126.9% |
| 1Y | +195.2% | +18.2% | +177.0% | +206.0% |
| All | +331.1% | +79.3% | +251.7% | +365.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling