+1,497.9%
META vs AEP
+464.1%
+1,033.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.6% |
| 7D | -3.1% | -2.0% | -1.1% | -2.8% |
| 30D | -18.1% | +4.2% | -22.3% | -18.8% |
| 3M | +2.9% | +1.0% | +1.9% | +2.6% |
| 6M | +0.2% | -6.1% | +6.3% | +1.1% |
| YTD | -8.1% | +12.5% | -20.6% | -10.8% |
| 1Y | -4.5% | +9.1% | -13.7% | -6.8% |
| 3Y | +94.2% | +77.2% | +17.0% | +66.6% |
| 5Y | +79.1% | +78.4% | +0.6% | +52.9% |
| 10Y | +405.9% | +188.3% | +217.6% | +293.5% |
| All | +1,497.9% | +464.1% | +1,033.8% | +1,074.9% |
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