+81.9%
UBER vs AEP
+63.6%
+18.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.2% |
| 7D | -4.5% | -1.0% | -3.5% | -4.4% |
| 30D | -7.6% | -0.1% | -7.5% | -7.6% |
| 3M | +5.8% | -3.2% | +9.0% | +6.1% |
| 6M | +0.3% | -5.3% | +5.6% | +0.6% |
| YTD | -11.2% | +9.5% | -20.7% | -12.6% |
| 1Y | -23.0% | +17.5% | -40.5% | -24.9% |
| 3Y | +53.6% | +77.0% | -23.4% | +38.6% |
| 5Y | +81.9% | +66.4% | +15.5% | +70.4% |
| All | +81.9% | +63.6% | +18.3% | +70.4% |
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