+6,642.4%
ABT vs AEP
+2,223.4%
+4,419.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.7% | +1.8% | -5.5% | -4.3% |
| 30D | +2.5% | -0.8% | +3.3% | +2.7% |
| 3M | +20.2% | -1.8% | +22.0% | +20.8% |
| 6M | -2.9% | -5.4% | +2.4% | -1.3% |
| YTD | -11.9% | +10.4% | -22.4% | -15.2% |
| 1Y | -16.5% | +18.2% | -34.7% | -21.6% |
| 3Y | +12.1% | +79.0% | -66.8% | -9.5% |
| 5Y | -7.4% | +64.8% | -72.2% | -23.5% |
| 10Y | +210.7% | +170.8% | +39.8% | +115.3% |
| All | +6,642.4% | +2,223.4% | +4,419.0% | +1,713.2% |
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 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