+31,416.6%
AVGO vs AEP
+682.0%
+30,734.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | +1.8% | -4.7% | -3.4% |
| 30D | -14.4% | -0.8% | -13.6% | -14.3% |
| 3M | -14.4% | -1.8% | -12.6% | -14.4% |
| 6M | +13.1% | -5.4% | +18.5% | +14.1% |
| YTD | +3.8% | +10.4% | -6.7% | 0.0% |
| 1Y | +17.8% | +18.2% | -0.4% | +11.1% |
| 3Y | +325.3% | +79.0% | +246.3% | +235.3% |
| 5Y | +689.9% | +64.8% | +625.1% | +538.6% |
| 10Y | +2,597.0% | +170.8% | +2,426.2% | +1,627.8% |
| All | +31,416.6% | +682.0% | +30,734.7% | +10,235.5% |
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