+48.3%
UBER vs AEP
+76.9%
-28.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.1% |
| 7D | -4.5% | -1.0% | -3.5% | -4.5% |
| 30D | -7.6% | -0.1% | -7.5% | -7.6% |
| 3M | +5.8% | -3.2% | +9.0% | +5.9% |
| 6M | +0.3% | -5.3% | +5.6% | +0.3% |
| YTD | -11.2% | +9.5% | -20.7% | -11.9% |
| 1Y | -23.0% | +17.5% | -40.5% | -23.6% |
| All | +48.3% | +76.9% | -28.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling