+11,385.0%
LIN vs AEP
+1,883.0%
+9,502.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +0.2% | -2.8% | +3.0% | +1.3% |
| 30D | +6.5% | +3.6% | +2.8% | +5.0% |
| 3M | +5.5% | +1.8% | +3.7% | +4.6% |
| 6M | +3.3% | -3.1% | +6.5% | +4.2% |
| YTD | +22.0% | +12.2% | +9.8% | +16.1% |
| 1Y | +25.7% | +9.1% | +16.6% | +20.8% |
| 3Y | +36.2% | +77.9% | -41.7% | +6.9% |
| 5Y | +66.1% | +78.1% | -12.0% | +28.9% |
| 10Y | +431.0% | +187.8% | +243.2% | +235.8% |
| All | +11,385.0% | +1,883.0% | +9,502.0% | +3,972.7% |
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