+201.6%
ABBV vs AEM
+252.0%
-50.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -6.8% | +8.1% | +1.5% |
| 30D | +4.7% | +0.8% | +3.9% | +4.6% |
| 3M | +18.3% | -0.8% | +19.2% | +18.2% |
| 6M | +43.4% | -8.5% | +51.9% | +43.7% |
| YTD | +33.0% | +5.9% | +27.0% | +32.2% |
| 1Y | +30.8% | +6.6% | +24.2% | +29.9% |
| 3Y | +135.1% | +302.2% | -167.1% | +120.0% |
| All | +201.6% | +252.0% | -50.4% | +185.5% |
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