+1,156.2%
ABBV vs AEP
+372.6%
+783.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | +4.2% | -0.8% | +5.0% | +4.4% |
| 3M | +14.8% | -1.8% | +16.7% | +15.5% |
| 6M | +10.3% | -5.4% | +15.6% | +12.1% |
| YTD | +14.9% | +10.4% | +4.4% | +11.2% |
| 1Y | +24.1% | +18.2% | +6.0% | +17.3% |
| 3Y | +91.9% | +79.0% | +13.0% | +58.4% |
| 5Y | +176.0% | +64.8% | +111.2% | +131.8% |
| 10Y | +502.9% | +170.8% | +332.1% | +323.8% |
| All | +1,156.2% | +372.6% | +783.6% | +590.3% |
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 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