+2.2%
ABNB vs AEP
+64.9%
-62.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -7.4% | +0.9% | -8.3% | -7.5% |
| 30D | -8.2% | +1.5% | -9.6% | -8.3% |
| 3M | +29.1% | -1.7% | +30.8% | +29.2% |
| 6M | +26.6% | -4.0% | +30.6% | +26.8% |
| YTD | +25.0% | +10.6% | +14.4% | +23.4% |
| 1Y | +37.0% | +18.6% | +18.4% | +33.9% |
| 3Y | +16.3% | +78.7% | -62.4% | +3.4% |
| 5Y | +2.2% | +65.1% | -62.9% | -8.2% |
| All | +2.2% | +64.9% | -62.7% | -8.2% |
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