+143.3%
DELL vs AEP
+10.7%
+132.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -9.0% |
| 7D | -24.6% | +0.8% | -25.4% | -24.4% |
| 30D | -32.5% | +7.9% | -40.4% | -30.9% |
| 3M | -20.2% | +1.5% | -21.7% | -20.3% |
| 6M | +76.5% | -2.6% | +79.1% | +75.5% |
| YTD | +198.9% | +14.7% | +184.3% | +215.7% |
| 1Y | +143.3% | +10.8% | +132.6% | +155.2% |
| All | +143.3% | +10.7% | +132.6% | +155.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling