+272,232.7%
AMZN vs AEP
+1,052.0%
+271,180.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.8% | +2.9% | 0.0% | +2.1% |
| 30D | +5.0% | +3.2% | +1.8% | +4.0% |
| 3M | +0.6% | +3.8% | -3.2% | -0.6% |
| 6M | -1.3% | +2.5% | -3.8% | -2.3% |
| YTD | +15.5% | +15.5% | +0.1% | +10.5% |
| 1Y | +12.2% | +9.6% | +2.6% | +8.8% |
| 3Y | +87.0% | +91.2% | -4.1% | +52.2% |
| 5Y | +51.3% | +88.2% | -36.9% | +23.2% |
| 10Y | +621.7% | +205.1% | +416.6% | +394.8% |
| All | +272,232.7% | +1,052.0% | +271,180.7% | +85,511.1% |
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