+5.0%
SYK vs AEP
+65.0%
-60.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -12.3% | -1.0% | -11.3% | -12.0% |
| 30D | -22.4% | -0.1% | -22.4% | -22.5% |
| 3M | -12.3% | -3.2% | -9.1% | -11.4% |
| 6M | -24.3% | -5.3% | -19.0% | -23.0% |
| YTD | -22.8% | +9.5% | -32.3% | -25.4% |
| 1Y | -28.8% | +17.5% | -46.3% | -33.2% |
| 3Y | -4.0% | +77.0% | -81.0% | -24.7% |
| All | +5.0% | +65.0% | -60.0% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling