-1.6%
AVGO vs AEP
+17.4%
-19.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.2% |
| 7D | +1.0% | -1.0% | +2.0% | +0.8% |
| 30D | -13.3% | -0.1% | -13.2% | -13.2% |
| 3M | -2.9% | -3.2% | +0.3% | -3.9% |
| 6M | +5.7% | -5.3% | +11.0% | +4.6% |
| YTD | +4.6% | +9.5% | -4.9% | +1.4% |
| 1Y | -1.6% | +17.5% | -19.2% | -5.1% |
| All | -1.6% | +17.4% | -19.1% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling