-6.5%
DUK vs AEP
-4.0%
-2.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -0.1% | +0.9% | -1.0% | -0.7% |
| 30D | +0.2% | +1.5% | -1.2% | -0.8% |
| 3M | -1.9% | -1.7% | -0.2% | -0.5% |
| 6M | -6.5% | -4.0% | -2.5% | -4.1% |
| All | -6.5% | -4.0% | -2.5% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling