+15.5%
TSLA vs AEP
+87.7%
-72.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +8.9% | +2.9% | +6.1% | +8.8% |
| 30D | +6.3% | +3.2% | +3.1% | +6.1% |
| 3M | +14.8% | +3.8% | +11.0% | +14.6% |
| 6M | -12.4% | +2.5% | -14.9% | -12.7% |
| YTD | -13.2% | +15.5% | -28.7% | -14.9% |
| 1Y | -2.9% | +9.6% | -12.5% | -4.2% |
| 3Y | +74.4% | +91.2% | -16.7% | +47.6% |
| All | +15.5% | +87.7% | -72.2% | +3.0% |
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