+1,351.1%
ABBV vs AEP
+393.1%
+958.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | +2.5% | -0.3% | +1.3% |
| 30D | +8.0% | +3.4% | +4.6% | +6.8% |
| 3M | +19.1% | +4.2% | +14.9% | +17.4% |
| 6M | +43.5% | -0.8% | +44.3% | +43.7% |
| YTD | +32.7% | +15.2% | +17.5% | +26.6% |
| 1Y | +30.0% | +8.3% | +21.7% | +26.4% |
| 3Y | +134.7% | +84.2% | +50.6% | +91.9% |
| 5Y | +200.6% | +87.8% | +112.8% | +142.3% |
| 10Y | +601.3% | +204.4% | +396.9% | +373.8% |
| All | +1,351.1% | +393.1% | +958.0% | +685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling