+3.6%
GOOG vs AEP
+10.7%
-7.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | -10.7% | +0.8% | -11.6% | -10.6% |
| 30D | -16.4% | +7.9% | -24.4% | -15.6% |
| 3M | -23.4% | +1.5% | -24.9% | -23.2% |
| 6M | -24.2% | -2.6% | -21.6% | -24.2% |
| YTD | -8.3% | +14.7% | -22.9% | -10.2% |
| 1Y | +3.6% | +10.8% | -7.2% | +3.8% |
| All | +3.6% | +10.7% | -7.1% | +3.8% |
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