+54,805.5%
AMGN vs AEP
+2,240.6%
+52,564.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.7% | -10.8% | -10.3% |
| 7D | -10.3% | +2.0% | -12.3% | -10.9% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | +14.4% | -0.3% | +14.7% | +14.3% |
| 6M | +7.8% | -3.5% | +11.3% | +8.8% |
| YTD | +22.6% | +11.3% | +11.3% | +17.9% |
| 1Y | +44.2% | +20.2% | +24.0% | +34.9% |
| 3Y | +65.8% | +79.8% | -14.0% | +34.6% |
| 5Y | +108.0% | +65.6% | +42.4% | +71.9% |
| 10Y | +209.9% | +169.3% | +40.6% | +114.6% |
| All | +54,805.5% | +2,240.6% | +52,564.9% | +15,901.6% |
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 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