+76.8%
AEP vs BIIB
-17.2%
+94.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | -1.0% | -4.0% | +3.1% | -0.6% |
| 30D | -0.1% | +5.7% | -5.7% | -0.6% |
| 3M | -3.2% | +10.9% | -14.1% | -4.3% |
| 6M | -5.3% | +14.3% | -19.6% | -6.8% |
| YTD | +9.5% | +22.4% | -12.9% | +6.8% |
| 1Y | +17.5% | +51.1% | -33.6% | +10.9% |
| All | +76.8% | -17.2% | +94.0% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling