+58.1%
INTC vs AEP
+85.5%
-27.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +6.0% | +2.9% | +3.1% | +6.1% |
| 30D | -39.2% | +3.2% | -42.4% | -39.1% |
| 3M | -42.9% | +3.8% | -46.8% | -42.8% |
| 6M | -50.4% | +2.5% | -52.9% | -50.4% |
| YTD | +61.7% | +15.5% | +46.2% | +61.1% |
| 1Y | +66.1% | +9.6% | +56.5% | +65.9% |
| 3Y | +58.1% | +91.2% | -33.0% | +45.8% |
| All | +58.1% | +85.5% | -27.4% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling