+48,339.6%
TSCO vs AEP
+1,551.6%
+46,788.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -1.1% | +1.5% | -2.6% | -1.5% |
| 3M | +14.3% | -1.7% | +15.9% | +14.7% |
| 6M | -31.9% | -4.0% | -27.8% | -31.3% |
| YTD | -30.7% | +10.6% | -41.3% | -32.6% |
| 1Y | -41.1% | +18.6% | -59.7% | -43.8% |
| 3Y | -17.1% | +78.7% | -95.8% | -29.3% |
| 5Y | -7.5% | +65.1% | -72.6% | -19.8% |
| 10Y | +192.6% | +177.7% | +14.9% | +119.7% |
| All | +48,339.6% | +1,551.6% | +46,788.0% | +20,922.7% |
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