-11.6%
ABT vs AEP
+63.6%
-75.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -5.0% | -1.0% | -4.0% | -4.6% |
| 30D | -5.8% | -0.1% | -5.7% | -5.9% |
| 3M | +16.7% | -3.2% | +19.9% | +18.0% |
| 6M | -5.2% | -5.3% | 0.0% | -3.6% |
| YTD | -16.0% | +9.5% | -25.5% | -19.3% |
| 1Y | -18.3% | +17.5% | -35.8% | -23.8% |
| 3Y | +9.2% | +77.0% | -67.7% | -14.6% |
| 5Y | -11.6% | +66.4% | -77.9% | -29.3% |
| All | -11.6% | +63.6% | -75.1% | -29.3% |
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 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