+30,513.3%
AVGO vs AEP
+717.5%
+29,795.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +18.2% | +2.9% | +15.3% | +17.3% |
| 30D | +0.2% | +3.2% | -3.0% | -0.7% |
| 3M | -16.8% | +3.8% | -20.6% | -17.7% |
| 6M | -16.5% | +2.5% | -19.0% | -17.5% |
| YTD | +0.8% | +15.5% | -14.7% | -4.1% |
| 1Y | +2.8% | +9.6% | -6.8% | -0.7% |
| 3Y | +278.5% | +91.2% | +187.4% | +193.0% |
| 5Y | +573.1% | +88.2% | +484.9% | +419.7% |
| 10Y | +2,598.7% | +205.1% | +2,393.6% | +1,553.2% |
| All | +30,513.3% | +717.5% | +29,795.8% | +9,817.4% |
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