+2,121.8%
CMCSA vs AEP
+2,324.0%
-202.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | +2.5% | -3.1% | -1.7% |
| 30D | +18.8% | +3.4% | +15.4% | +17.0% |
| 3M | -1.1% | +4.2% | -5.3% | -3.1% |
| 6M | +2.5% | -0.8% | +3.3% | +2.4% |
| YTD | -6.7% | +15.2% | -22.0% | -13.0% |
| 1Y | 0.0% | +8.3% | -8.3% | -4.3% |
| 3Y | -28.9% | +84.2% | -113.1% | -47.5% |
| 5Y | -41.1% | +87.8% | -128.9% | -57.5% |
| 10Y | +4.5% | +204.4% | -200.0% | -41.5% |
| All | +2,121.8% | +2,324.0% | -202.2% | +280.2% |
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