+44.9%
AMZN vs AEP
+64.9%
-20.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -9.2% | +1.5% | -10.7% | -9.4% |
| 3M | +3.4% | -1.7% | +5.0% | +3.4% |
| 6M | +18.2% | -4.0% | +22.3% | +18.5% |
| YTD | +9.3% | +10.6% | -1.2% | +7.7% |
| 1Y | +5.9% | +18.6% | -12.7% | +3.2% |
| 3Y | +82.6% | +78.7% | +3.9% | +55.5% |
| 5Y | +44.9% | +65.1% | -20.2% | +34.6% |
| All | +44.9% | +64.9% | -20.0% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling