+13,507.3%
GOOGL vs AEP
+815.8%
+12,691.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | +1.8% | -4.1% | -2.9% |
| 30D | -6.6% | -0.8% | -5.7% | -6.4% |
| 3M | -8.9% | -1.8% | -7.1% | -8.7% |
| 6M | +11.9% | -5.4% | +17.2% | +13.4% |
| YTD | +8.3% | +10.4% | -2.1% | +3.5% |
| 1Y | +46.2% | +18.2% | +28.1% | +36.0% |
| 3Y | +151.9% | +79.0% | +72.9% | +92.9% |
| 5Y | +137.7% | +64.8% | +72.9% | +86.3% |
| 10Y | +757.6% | +170.8% | +586.7% | +415.6% |
| All | +13,507.3% | +815.8% | +12,691.5% | +3,844.9% |
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