+1,511.3%
META vs AEP
+463.1%
+1,048.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -15.4% | +3.6% | -19.1% | -16.0% |
| 3M | +3.5% | +1.8% | +1.7% | +3.1% |
| 6M | -0.3% | -3.1% | +2.8% | 0.0% |
| YTD | -7.3% | +12.2% | -19.6% | -10.0% |
| 1Y | -1.1% | +9.1% | -10.2% | -3.4% |
| 3Y | +95.1% | +77.9% | +17.2% | +67.2% |
| 5Y | +80.6% | +78.1% | +2.5% | +54.3% |
| 10Y | +410.1% | +187.8% | +222.3% | +297.0% |
| All | +1,511.3% | +463.1% | +1,048.2% | +1,085.2% |
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