+195.5%
AMGN vs AEP
+174.9%
+20.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -13.7% | -0.9% | -12.8% | -13.4% |
| 30D | -8.8% | -1.1% | -7.7% | -8.5% |
| 3M | +7.2% | -3.3% | +10.5% | +8.4% |
| 6M | +1.3% | -4.6% | +5.9% | +2.8% |
| YTD | +17.6% | +9.4% | +8.2% | +13.4% |
| 1Y | +37.2% | +16.9% | +20.2% | +28.7% |
| 3Y | +57.7% | +76.6% | -18.9% | +25.8% |
| 5Y | +106.3% | +66.2% | +40.1% | +66.3% |
| All | +195.5% | +174.9% | +20.7% | +122.3% |
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