+358.3%
DELL vs AEP
+17.4%
+340.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +11.9% |
| 7D | +8.2% | -0.9% | +9.2% | +7.9% |
| 30D | +17.1% | -1.1% | +18.1% | +16.7% |
| 3M | +45.2% | -3.3% | +48.4% | +43.5% |
| 6M | +286.8% | -4.6% | +291.4% | +281.4% |
| YTD | +354.8% | +9.4% | +345.4% | +356.3% |
| 1Y | +358.3% | +16.9% | +341.3% | +335.8% |
| All | +358.3% | +17.4% | +340.9% | +335.8% |
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 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