+1,118.6%
ABBV vs AEE
+433.4%
+685.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -3.9% | -3.3% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | +1.1% | -1.2% | +2.4% | +1.5% |
| 3M | +12.3% | +1.0% | +11.3% | +11.9% |
| 6M | +9.8% | -2.3% | +12.1% | +10.5% |
| YTD | +11.5% | +9.1% | +2.3% | +8.2% |
| 1Y | +22.3% | +10.6% | +11.7% | +18.1% |
| 3Y | +85.2% | +48.5% | +36.7% | +61.6% |
| 5Y | +170.8% | +39.9% | +131.0% | +139.0% |
| 10Y | +485.4% | +185.7% | +299.7% | +300.9% |
| All | +1,118.6% | +433.4% | +685.1% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling