+5,397.9%
ANET vs AEP
+249.0%
+5,148.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.9% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | -4.5% | -0.1% | -4.4% | -4.5% |
| 3M | +24.5% | -3.2% | +27.7% | +24.9% |
| 6M | +35.4% | -5.3% | +40.6% | +36.3% |
| YTD | +44.2% | +9.5% | +34.7% | +41.8% |
| 1Y | +25.4% | +17.5% | +7.9% | +21.8% |
| 3Y | +284.8% | +77.0% | +207.8% | +234.3% |
| 5Y | +761.7% | +66.4% | +695.3% | +657.5% |
| 10Y | +3,691.2% | +175.1% | +3,516.1% | +3,107.9% |
| All | +5,397.9% | +249.0% | +5,148.8% | +4,483.4% |
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