+169.3%
AEP vs IBB
+122.6%
+46.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | +0.5% | +4.9% | -4.4% | -0.6% |
| 3M | -0.3% | +24.2% | -24.5% | -4.9% |
| 6M | -3.5% | +23.8% | -27.3% | -8.1% |
| YTD | +11.3% | +23.0% | -11.7% | +6.0% |
| 1Y | +20.2% | +46.2% | -25.9% | +10.1% |
| 3Y | +79.8% | +64.8% | +14.9% | +58.8% |
| 5Y | +65.6% | +20.9% | +44.7% | +54.6% |
| 10Y | +169.3% | +121.6% | +47.7% | +129.4% |
| All | +169.3% | +122.6% | +46.7% | +129.4% |
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