+1,156.2%
ABBV vs AEM
+382.8%
+773.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +4.2% | +24.0% | -19.8% | +4.0% |
| 3M | +14.8% | +16.1% | -1.3% | +14.7% |
| 6M | +10.3% | -11.6% | +21.9% | +10.3% |
| YTD | +14.9% | +21.5% | -6.7% | +14.7% |
| 1Y | +24.1% | +39.2% | -15.0% | +23.8% |
| 3Y | +91.9% | +347.4% | -255.5% | +90.4% |
| 5Y | +176.0% | +290.1% | -114.1% | +173.6% |
| 10Y | +502.9% | +357.8% | +145.2% | +501.3% |
| All | +1,156.2% | +382.8% | +773.4% | +1,161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling