+89.8%
ABBV vs AEE
+46.3%
+43.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.1% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +2.0% | -2.0% | +3.9% | +2.6% |
| 3M | +14.2% | -2.8% | +17.0% | +15.4% |
| 6M | +14.1% | -3.6% | +17.6% | +15.5% |
| YTD | +14.2% | +7.3% | +6.9% | +11.6% |
| 1Y | +24.2% | +8.7% | +15.5% | +20.8% |
| All | +89.8% | +46.3% | +43.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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