+3,549.0%
LRCX vs AEP
+174.9%
+3,374.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -0.9% | -2.1% | -2.8% |
| 30D | -8.6% | -1.1% | -7.5% | -8.3% |
| 3M | -17.7% | -3.3% | -14.4% | -17.2% |
| 6M | +36.4% | -4.6% | +41.0% | +37.4% |
| YTD | +74.5% | +9.4% | +65.1% | +68.8% |
| 1Y | +159.4% | +16.9% | +142.5% | +145.8% |
| 3Y | +361.6% | +76.6% | +284.9% | +264.2% |
| 5Y | +425.2% | +66.2% | +359.0% | +319.7% |
| All | +3,549.0% | +174.9% | +3,374.2% | +2,467.1% |
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