+1,527.5%
META vs AEP
+454.0%
+1,073.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +1.8% | +4.9% | +6.4% |
| 30D | +4.8% | -0.8% | +5.6% | +4.9% |
| 3M | -1.6% | -1.8% | +0.2% | -1.5% |
| 6M | -7.5% | -5.4% | -2.1% | -6.8% |
| YTD | -6.4% | +10.4% | -16.8% | -8.8% |
| 1Y | -17.3% | +18.2% | -35.5% | -20.6% |
| 3Y | +109.9% | +79.0% | +31.0% | +79.2% |
| 5Y | +65.4% | +64.8% | +0.5% | +44.0% |
| 10Y | +391.8% | +170.8% | +221.0% | +287.1% |
| All | +1,527.5% | +454.0% | +1,073.4% | +1,101.6% |
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