+132.5%
GOOGL vs AEP
+64.9%
+67.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -1.9% | +0.9% | -2.7% | -1.9% |
| 30D | -7.5% | +1.5% | -8.9% | -7.6% |
| 3M | -9.2% | -1.7% | -7.5% | -9.2% |
| 6M | +8.1% | -4.0% | +12.1% | +8.3% |
| YTD | +5.8% | +10.6% | -4.8% | +4.3% |
| 1Y | +38.3% | +18.6% | +19.7% | +35.2% |
| 3Y | +144.8% | +78.7% | +66.1% | +114.1% |
| 5Y | +132.5% | +65.1% | +67.5% | +112.8% |
| All | +132.5% | +64.9% | +67.6% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling