+262,336.6%
AMZN vs AEP
+1,010.1%
+261,326.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.8% | +2.0% | -1.2% | +0.3% |
| 30D | -6.4% | +0.5% | -6.9% | -6.5% |
| 3M | +4.8% | -0.3% | +5.1% | +4.6% |
| 6M | +20.5% | -3.5% | +24.0% | +21.2% |
| YTD | +11.3% | +11.3% | +0.1% | +7.6% |
| 1Y | +9.0% | +20.2% | -11.3% | +2.9% |
| 3Y | +85.9% | +79.8% | +6.1% | +53.8% |
| 5Y | +45.8% | +65.6% | -19.8% | +23.1% |
| 10Y | +555.5% | +169.3% | +386.2% | +366.5% |
| All | +262,336.6% | +1,010.1% | +261,326.5% | +83,310.7% |
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