+1,354.0%
ABBV vs AEIS
+1,501.4%
-147.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | +1.3% | +11.5% | -10.2% | -0.1% |
| 30D | +4.7% | -15.8% | +20.5% | +6.2% |
| 3M | +18.3% | -33.3% | +51.7% | +22.8% |
| 6M | +43.4% | -35.2% | +78.6% | +47.3% |
| YTD | +33.0% | +5.0% | +28.0% | +26.1% |
| 1Y | +30.8% | +8.5% | +22.3% | +23.3% |
| 3Y | +135.1% | +152.9% | -17.8% | +88.2% |
| 5Y | +201.2% | +144.6% | +56.6% | +135.7% |
| 10Y | +602.7% | +337.1% | +265.6% | +343.9% |
| All | +1,354.0% | +1,501.4% | -147.5% | +606.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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