+173.1%
SYK vs AEP
+174.9%
-1.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -9.1% | -0.9% | -8.2% | -8.7% |
| 30D | -20.6% | -1.1% | -19.6% | -20.4% |
| 3M | -9.6% | -3.3% | -6.3% | -8.4% |
| 6M | -19.9% | -4.6% | -15.2% | -18.5% |
| YTD | -21.2% | +9.4% | -30.6% | -24.8% |
| 1Y | -28.4% | +16.9% | -45.3% | -34.0% |
| 3Y | -5.3% | +76.6% | -82.0% | -30.0% |
| 5Y | +6.0% | +66.2% | -60.2% | -19.9% |
| All | +173.1% | +174.9% | -1.8% | +64.4% |
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