-5.3%
SYK vs AEP
+10.7%
-16.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.8% | +9.5% |
| 7D | +11.7% | +0.8% | +10.9% | +11.5% |
| 30D | +19.1% | +7.9% | +11.1% | +17.0% |
| 3M | +1.4% | +1.5% | 0.0% | +1.1% |
| 6M | +17.4% | -2.6% | +20.0% | +18.6% |
| YTD | -2.5% | +14.7% | -17.2% | -3.8% |
| 1Y | -5.3% | +10.8% | -16.1% | -6.5% |
| All | -5.3% | +10.7% | -16.0% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling