+182.6%
ABBV vs AEP
+65.2%
+117.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -4.1% | +0.9% | -5.0% | -4.5% |
| 30D | +1.2% | +1.5% | -0.3% | +0.6% |
| 3M | +12.1% | -1.7% | +13.8% | +12.8% |
| 6M | +12.0% | -4.0% | +16.1% | +13.6% |
| YTD | +12.4% | +10.6% | +1.8% | +8.5% |
| 1Y | +22.9% | +18.6% | +4.3% | +15.4% |
| 3Y | +86.8% | +78.7% | +8.1% | +52.3% |
| All | +182.6% | +65.2% | +117.4% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling