+4,770.1%
DELL vs AEP
+170.7%
+4,599.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.7% |
| 7D | +25.6% | +2.0% | +23.6% | +25.3% |
| 30D | +17.7% | +0.5% | +17.1% | +17.6% |
| 3M | +33.4% | -0.3% | +33.7% | +33.4% |
| 6M | +266.2% | -3.5% | +269.7% | +266.8% |
| YTD | +328.0% | +11.3% | +316.7% | +317.7% |
| 1Y | +339.6% | +20.2% | +319.3% | +322.2% |
| 3Y | +694.6% | +79.8% | +614.8% | +573.3% |
| 5Y | +1,122.0% | +65.6% | +1,056.4% | +956.2% |
| 10Y | +4,062.5% | +169.3% | +3,893.2% | +3,045.5% |
| All | +4,770.1% | +170.7% | +4,599.4% | +3,590.9% |
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