+57.4%
INTC vs AEP
+10.7%
+46.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.9% |
| 7D | -39.0% | +0.8% | -39.8% | -38.9% |
| 30D | -49.8% | +7.9% | -57.8% | -49.4% |
| 3M | -42.2% | +1.5% | -43.7% | -42.0% |
| 6M | -39.2% | -2.6% | -36.6% | -39.0% |
| YTD | +57.9% | +14.7% | +43.3% | +58.1% |
| 1Y | +57.4% | +10.8% | +46.6% | +60.9% |
| All | +57.4% | +10.7% | +46.6% | +60.9% |
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 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