+604.1%
ABBV vs AEP
+207.1%
+397.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.3% | +2.9% | -1.6% | +0.4% |
| 30D | +4.7% | +3.2% | +1.5% | +3.6% |
| 3M | +18.3% | +3.8% | +14.5% | +16.8% |
| 6M | +43.4% | +2.5% | +40.9% | +42.1% |
| YTD | +33.0% | +15.5% | +17.5% | +26.9% |
| 1Y | +30.8% | +9.6% | +21.2% | +26.8% |
| 3Y | +135.1% | +91.2% | +44.0% | +91.6% |
| 5Y | +201.2% | +88.2% | +113.0% | +145.1% |
| All | +604.1% | +207.1% | +397.0% | +422.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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