+66.4%
AEP vs BIIB
-28.2%
+94.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -3.2% | +10.9% | -14.1% | -4.4% |
| 6M | -5.3% | +14.3% | -19.6% | -7.0% |
| YTD | +9.5% | +22.4% | -12.9% | +6.6% |
| 1Y | +17.5% | +51.1% | -33.6% | +11.2% |
| 3Y | +77.0% | -16.8% | +93.8% | +79.4% |
| 5Y | +66.4% | -28.1% | +94.5% | +66.8% |
| All | +66.4% | -28.2% | +94.6% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling