+50.4%
AMZN vs AEP
+87.7%
-37.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.8% | +2.9% | 0.0% | +2.6% |
| 30D | +5.0% | +3.2% | +1.8% | +4.6% |
| 3M | +0.6% | +3.8% | -3.2% | +0.1% |
| 6M | -1.3% | +2.5% | -3.8% | -1.7% |
| YTD | +15.5% | +15.5% | +0.1% | +13.2% |
| 1Y | +12.2% | +9.6% | +2.6% | +10.7% |
| 3Y | +87.0% | +91.2% | -4.1% | +55.5% |
| All | +50.4% | +87.7% | -37.3% | +35.8% |
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