+86.7%
ABBV vs AEM
+344.0%
-257.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -4.1% | +3.0% | -7.1% | -4.3% |
| 30D | +1.2% | +12.5% | -11.3% | +0.7% |
| 3M | +12.1% | +26.9% | -14.8% | +11.0% |
| 6M | +12.0% | -9.4% | +21.5% | +12.6% |
| YTD | +12.4% | +20.3% | -7.9% | +11.2% |
| 1Y | +22.9% | +33.8% | -10.8% | +20.6% |
| All | +86.7% | +344.0% | -257.3% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling