+46.2%
TSLA vs AEP
+64.9%
-18.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +3.0% | +0.9% | +2.1% | +3.0% |
| 30D | +11.2% | +1.5% | +9.7% | +11.1% |
| 3M | -7.3% | -1.7% | -5.6% | -7.5% |
| 6M | -7.7% | -4.0% | -3.7% | -7.8% |
| YTD | -18.2% | +10.6% | -28.8% | -19.6% |
| 1Y | +6.0% | +18.6% | -12.6% | +3.3% |
| 3Y | +48.0% | +78.7% | -30.7% | +26.8% |
| 5Y | +46.2% | +65.1% | -18.9% | +34.6% |
| All | +46.2% | +64.9% | -18.7% | +34.6% |
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