+4,581.7%
AZN vs AEP
+1,537.6%
+3,044.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | -3.1% | +1.5% | -4.6% | -3.5% |
| 3M | -14.4% | -1.7% | -12.8% | -14.1% |
| 6M | -19.5% | -4.0% | -15.5% | -18.7% |
| YTD | -13.8% | +10.6% | -24.4% | -16.3% |
| 1Y | -2.4% | +18.6% | -21.0% | -7.3% |
| 3Y | +21.3% | +78.7% | -57.4% | +2.2% |
| 5Y | +53.6% | +65.1% | -11.4% | +31.4% |
| 10Y | +220.1% | +177.7% | +42.4% | +133.2% |
| All | +4,581.7% | +1,537.6% | +3,044.0% | +2,124.3% |
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