+116.0%
INTC vs AEP
+64.9%
+51.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +18.0% | +0.9% | +17.1% | +17.8% |
| 30D | +8.9% | +1.5% | +7.5% | +8.6% |
| 3M | -1.6% | -1.7% | +0.1% | -1.5% |
| 6M | +133.1% | -4.0% | +137.1% | +134.2% |
| YTD | +187.9% | +10.6% | +177.3% | +178.5% |
| 1Y | +334.7% | +18.6% | +316.1% | +311.2% |
| 3Y | +184.2% | +78.7% | +105.5% | +126.8% |
| 5Y | +116.0% | +65.1% | +50.9% | +77.8% |
| All | +116.0% | +64.9% | +51.1% | +77.8% |
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