+11,477.5%
AMD vs AEP
+2,223.4%
+9,254.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | +1.8% | +0.8% | +1.9% |
| 30D | -0.9% | -0.8% | -0.1% | -0.7% |
| 3M | -8.7% | -1.8% | -6.9% | -8.5% |
| 6M | +136.3% | -5.4% | +141.7% | +139.1% |
| YTD | +123.0% | +10.4% | +112.5% | +113.1% |
| 1Y | +195.2% | +18.2% | +177.0% | +175.4% |
| 3Y | +336.3% | +79.0% | +257.4% | +238.7% |
| 5Y | +334.5% | +64.8% | +269.6% | +244.3% |
| 10Y | +6,259.1% | +170.8% | +6,088.3% | +3,926.3% |
| All | +11,477.5% | +2,223.4% | +9,254.1% | +2,462.2% |
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