+604.1%
ABBV vs AEM
+412.5%
+191.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -6.8% | +8.1% | +1.4% |
| 30D | +4.7% | +0.8% | +3.9% | +4.6% |
| 3M | +18.3% | -0.8% | +19.2% | +18.3% |
| 6M | +43.4% | -8.5% | +51.9% | +43.6% |
| YTD | +33.0% | +5.9% | +27.0% | +32.5% |
| 1Y | +30.8% | +6.6% | +24.2% | +30.3% |
| 3Y | +135.1% | +302.2% | -167.1% | +126.9% |
| 5Y | +201.2% | +250.8% | -49.5% | +190.3% |
| All | +604.1% | +412.5% | +191.7% | +584.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling