+22,131.9%
TSLA vs AEP
+597.5%
+21,534.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.9% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | +10.1% | -0.8% | +10.9% | +10.2% |
| 3M | -15.4% | -1.8% | -13.6% | -15.4% |
| 6M | -12.8% | -5.4% | -7.4% | -12.4% |
| YTD | -21.3% | +10.4% | -31.7% | -23.0% |
| 1Y | +4.6% | +18.2% | -13.6% | +1.0% |
| 3Y | +44.5% | +79.0% | -34.4% | +26.4% |
| 5Y | +44.8% | +64.8% | -20.0% | +28.7% |
| 10Y | +2,585.4% | +170.8% | +2,414.6% | +2,020.5% |
| All | +22,131.9% | +597.5% | +21,534.4% | +14,210.7% |
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