+1,156.2%
ABBV vs AEIS
+1,947.7%
-791.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | +0.4% | +3.0% | -2.6% | 0.0% |
| 30D | +4.2% | -14.6% | +18.8% | +5.9% |
| 3M | +14.8% | -12.4% | +27.3% | +14.9% |
| 6M | +10.3% | -15.0% | +25.2% | +10.0% |
| YTD | +14.9% | +34.3% | -19.4% | +6.8% |
| 1Y | +24.1% | +87.4% | -63.2% | +9.1% |
| 3Y | +91.9% | +139.8% | -47.8% | +58.0% |
| 5Y | +176.0% | +220.7% | -44.7% | +110.4% |
| 10Y | +502.9% | +531.6% | -28.7% | +264.3% |
| All | +1,156.2% | +1,947.7% | -791.5% | +498.2% |
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