+20.2%
AEP vs ABCL
+171.1%
-150.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +2.0% | +1.4% | +0.6% | +2.0% |
| 30D | +0.5% | +65.1% | -64.6% | +1.2% |
| 3M | -0.3% | +111.1% | -111.4% | +0.8% |
| 6M | -3.5% | +231.6% | -235.1% | -2.4% |
| YTD | +11.3% | +234.5% | -223.2% | +12.4% |
| 1Y | +20.2% | +174.3% | -154.1% | +22.6% |
| All | +20.2% | +171.1% | -150.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling