+13,447.0%
GOOG vs AEP
+822.5%
+12,624.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.1% | +2.0% | -0.9% | +0.4% |
| 30D | -5.1% | +0.5% | -5.6% | -5.3% |
| 3M | -7.1% | -0.3% | -6.8% | -7.4% |
| 6M | +12.7% | -3.5% | +16.1% | +13.3% |
| YTD | +7.1% | +11.3% | -4.2% | +2.1% |
| 1Y | +43.6% | +20.2% | +23.4% | +32.8% |
| 3Y | +146.8% | +79.8% | +67.0% | +89.3% |
| 5Y | +133.7% | +65.6% | +68.1% | +83.4% |
| 10Y | +773.3% | +169.3% | +604.0% | +428.8% |
| All | +13,447.0% | +822.5% | +12,624.4% | +3,829.1% |
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 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