+826.7%
AEE vs BIIB
+3,609.1%
-2,782.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.7% | +1.2% |
| 7D | +1.3% | -1.6% | +3.0% | +1.4% |
| 30D | -1.2% | +2.2% | -3.4% | -1.4% |
| 3M | +1.0% | +10.3% | -9.3% | +0.1% |
| 6M | -2.3% | +14.9% | -17.2% | -3.6% |
| YTD | +9.1% | +20.7% | -11.6% | +7.2% |
| 1Y | +10.6% | +50.3% | -39.8% | +6.6% |
| 3Y | +48.5% | -18.0% | +66.4% | +49.4% |
| 5Y | +39.9% | -33.9% | +73.8% | +41.7% |
| 10Y | +185.7% | -30.9% | +216.7% | +178.9% |
| All | +826.7% | +3,609.1% | -2,782.4% | +728.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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