+82.2%
UBER vs AEP
+93.2%
-11.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.9% | +1.8% | -5.7% | -4.1% |
| 30D | +11.1% | -0.8% | +11.9% | +11.2% |
| 3M | +4.9% | -1.8% | +6.7% | +5.1% |
| 6M | -1.2% | -5.4% | +4.2% | -0.6% |
| YTD | -7.3% | +10.4% | -17.7% | -9.1% |
| 1Y | -17.6% | +18.2% | -35.8% | -20.2% |
| 3Y | +61.1% | +79.0% | -17.9% | +43.6% |
| 5Y | +87.9% | +64.8% | +23.1% | +70.0% |
| All | +82.2% | +93.2% | -11.0% | +73.8% |
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