-48.2%
CMCSA vs AEP
+64.9%
-113.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.4% |
| 7D | -8.3% | +0.9% | -9.2% | -8.5% |
| 30D | -2.4% | +1.5% | -3.9% | -2.9% |
| 3M | +4.5% | -1.7% | +6.2% | +4.8% |
| 6M | -18.8% | -4.0% | -14.7% | -18.0% |
| YTD | -8.9% | +10.6% | -19.5% | -11.9% |
| 1Y | -18.3% | +18.6% | -36.9% | -23.0% |
| 3Y | -35.0% | +78.7% | -113.7% | -48.3% |
| 5Y | -48.2% | +65.1% | -113.2% | -59.5% |
| All | -48.2% | +64.9% | -113.1% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling