+693.8%
AEP vs IBB
+560.8%
+133.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | -0.8% | +10.5% | -11.3% | -3.8% |
| 3M | -1.8% | +23.6% | -25.5% | -7.9% |
| 6M | -5.4% | +22.6% | -28.0% | -11.3% |
| YTD | +10.4% | +25.7% | -15.2% | +2.6% |
| 1Y | +18.2% | +51.4% | -33.2% | +3.7% |
| 3Y | +79.0% | +64.4% | +14.6% | +51.6% |
| 5Y | +64.8% | +22.1% | +42.7% | +50.7% |
| 10Y | +170.8% | +132.5% | +38.4% | +94.4% |
| All | +693.8% | +560.8% | +133.0% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling