+197.1%
ABT vs AEP
+174.9%
+22.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.9% | -0.9% | -4.9% | -5.5% |
| 30D | -8.1% | -1.1% | -7.0% | -7.8% |
| 3M | +14.5% | -3.3% | +17.8% | +15.9% |
| 6M | -6.3% | -4.6% | -1.6% | -4.8% |
| YTD | -17.1% | +9.4% | -26.5% | -20.6% |
| 1Y | -21.4% | +16.9% | -38.3% | -27.0% |
| 3Y | +5.9% | +76.6% | -70.7% | -18.7% |
| 5Y | -12.8% | +66.2% | -79.0% | -31.7% |
| All | +197.1% | +174.9% | +22.2% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling