+134.7%
ABBV vs AEP
+85.2%
+49.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | +2.5% | -0.3% | +1.2% |
| 30D | +8.0% | +3.4% | +4.6% | +6.6% |
| 3M | +19.1% | +4.2% | +14.9% | +17.1% |
| 6M | +43.5% | -0.8% | +44.3% | +43.9% |
| YTD | +32.7% | +15.2% | +17.5% | +25.9% |
| 1Y | +30.0% | +8.3% | +21.7% | +26.2% |
| All | +134.7% | +85.2% | +49.5% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling