+170.5%
AEP vs BIIB
-26.2%
+196.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.9% | -1.7% | +0.7% | -0.8% |
| 30D | -1.1% | +4.0% | -5.0% | -1.4% |
| 3M | -3.3% | +8.6% | -11.9% | -4.0% |
| 6M | -4.6% | +14.0% | -18.6% | -5.8% |
| YTD | +9.4% | +23.4% | -14.0% | +7.3% |
| 1Y | +16.9% | +45.9% | -29.0% | +13.0% |
| 3Y | +76.6% | -16.1% | +92.8% | +77.3% |
| 5Y | +66.2% | -27.6% | +93.8% | +67.2% |
| All | +170.5% | -26.2% | +196.7% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling