+187.2%
ABBV vs AEM
+294.2%
-107.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.7% |
| 7D | -2.0% | -5.0% | +3.0% | -1.8% |
| 30D | +2.0% | +8.5% | -6.5% | +1.6% |
| 3M | +14.2% | +29.3% | -15.1% | +13.0% |
| 6M | +14.1% | -12.9% | +27.0% | +14.6% |
| YTD | +14.2% | +16.8% | -2.5% | +13.4% |
| 1Y | +24.2% | +29.8% | -5.6% | +22.6% |
| 3Y | +89.8% | +336.7% | -246.9% | +79.1% |
| 5Y | +187.2% | +299.9% | -112.8% | +169.7% |
| All | +187.2% | +294.2% | -107.0% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling