+79.4%
AEP vs IBB
+68.6%
+10.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -0.8% | +10.5% | -11.3% | -2.4% |
| 3M | -1.8% | +23.6% | -25.5% | -5.2% |
| 6M | -5.4% | +22.6% | -28.0% | -8.5% |
| YTD | +10.4% | +25.7% | -15.2% | +6.1% |
| 1Y | +18.2% | +51.4% | -33.2% | +9.0% |
| All | +79.4% | +68.6% | +10.8% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling