+194.6%
AEP vs IBB
+139.6%
+55.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.8% |
| 7D | -1.5% | +2.7% | -4.2% | -2.1% |
| 30D | +4.5% | +6.3% | -1.8% | +3.0% |
| 3M | +2.8% | +11.1% | -8.2% | +0.3% |
| 6M | -0.7% | +29.2% | -29.9% | -6.4% |
| YTD | +13.8% | +30.2% | -16.4% | +6.8% |
| 1Y | +9.0% | +39.5% | -30.5% | +0.5% |
| 3Y | +83.0% | +92.3% | -9.3% | +55.1% |
| 5Y | +83.3% | +43.0% | +40.3% | +64.6% |
| 10Y | +194.6% | +137.1% | +57.5% | +136.2% |
| All | +194.6% | +139.6% | +55.0% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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