+15,172.7%
INTC vs AEP
+2,223.4%
+12,949.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +7.1% | +1.8% | +5.3% | +6.4% |
| 30D | -5.2% | -0.8% | -4.4% | -4.9% |
| 3M | -14.3% | -1.8% | -12.5% | -14.1% |
| 6M | +110.2% | -5.4% | +115.5% | +113.0% |
| YTD | +159.6% | +10.4% | +149.2% | +148.6% |
| 1Y | +289.3% | +18.2% | +271.1% | +262.6% |
| 3Y | +166.1% | +79.0% | +87.1% | +109.3% |
| 5Y | +94.4% | +64.8% | +29.5% | +56.6% |
| 10Y | +227.7% | +170.8% | +56.9% | +117.4% |
| All | +15,172.7% | +2,223.4% | +12,949.3% | +4,055.3% |
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