-24.3%
UBER vs AEP
+17.4%
-41.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.4% | -0.9% | -4.5% | -5.5% |
| 30D | -4.9% | -1.1% | -3.8% | -5.0% |
| 3M | +3.0% | -3.3% | +6.3% | +3.2% |
| 6M | -4.4% | -4.6% | +0.2% | -4.8% |
| YTD | -12.3% | +9.4% | -21.7% | -15.1% |
| 1Y | -24.3% | +16.9% | -41.2% | -25.5% |
| All | -24.3% | +17.4% | -41.7% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling