+25.7%
ABNB vs AEP
+82.1%
-56.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -4.0% | +1.8% | -5.7% | -3.9% |
| 30D | +19.3% | -0.8% | +20.1% | +19.3% |
| 3M | +36.1% | -1.8% | +37.9% | +36.0% |
| 6M | +34.2% | -5.4% | +39.6% | +34.3% |
| YTD | +34.1% | +10.4% | +23.6% | +33.8% |
| 1Y | +45.1% | +18.2% | +27.0% | +44.4% |
| 3Y | +37.1% | +79.0% | -41.8% | +31.8% |
| 5Y | +15.2% | +64.8% | -49.7% | +14.9% |
| All | +25.7% | +82.1% | -56.4% | +42.5% |
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