+2,236.9%
CMCSA vs AEP
+2,223.4%
+13.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.1% | +1.8% | -3.9% | -2.9% |
| 30D | +7.0% | -0.8% | +7.8% | +7.3% |
| 3M | +15.1% | -1.8% | +16.9% | +15.7% |
| 6M | -15.4% | -5.4% | -10.0% | -13.6% |
| YTD | -1.9% | +10.4% | -12.3% | -6.7% |
| 1Y | -12.7% | +18.2% | -30.9% | -19.8% |
| 3Y | -31.0% | +79.0% | -110.0% | -48.5% |
| 5Y | -46.1% | +64.8% | -110.9% | -58.7% |
| 10Y | +10.8% | +170.8% | -160.0% | -34.6% |
| All | +2,236.9% | +2,223.4% | +13.5% | +307.8% |
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