+2,660.6%
AVGO vs AEP
+207.1%
+2,453.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +18.2% | +2.9% | +15.3% | +17.6% |
| 30D | +0.2% | +3.2% | -3.0% | -0.4% |
| 3M | -16.8% | +3.8% | -20.6% | -17.4% |
| 6M | -16.5% | +2.5% | -19.0% | -17.2% |
| YTD | +0.8% | +15.5% | -14.7% | -2.8% |
| 1Y | +2.8% | +9.6% | -6.8% | +0.3% |
| 3Y | +278.5% | +91.2% | +187.4% | +206.8% |
| 5Y | +573.1% | +88.2% | +484.9% | +446.6% |
| All | +2,660.6% | +207.1% | +2,453.5% | +1,861.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling