+111.9%
INTC vs AEP
+207.1%
-95.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | +2.9% | +3.1% | +5.1% |
| 30D | -39.2% | +3.2% | -42.4% | -39.9% |
| 3M | -42.9% | +3.8% | -46.8% | -43.8% |
| 6M | -50.4% | +2.5% | -52.9% | -51.1% |
| YTD | +61.7% | +15.5% | +46.2% | +51.9% |
| 1Y | +66.1% | +9.6% | +56.5% | +59.1% |
| 3Y | +58.1% | +91.2% | -33.0% | +18.0% |
| 5Y | +27.9% | +88.2% | -60.3% | -4.7% |
| All | +111.9% | +207.1% | -95.2% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling