+216.5%
AZN vs AEP
+174.9%
+41.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.6% | -0.9% | -0.6% | -1.3% |
| 30D | +1.1% | -1.1% | +2.1% | +1.3% |
| 3M | -12.1% | -3.3% | -8.9% | -11.3% |
| 6M | -17.1% | -4.6% | -12.5% | -16.1% |
| YTD | -12.0% | +9.4% | -21.4% | -14.6% |
| 1Y | -0.2% | +16.9% | -17.2% | -5.3% |
| 3Y | +26.8% | +76.6% | -49.9% | +5.4% |
| 5Y | +56.9% | +66.2% | -9.3% | +32.1% |
| All | +216.5% | +174.9% | +41.6% | +142.9% |
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