+423.9%
AEP vs IBKR
+1,318.9%
-895.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.0% | -3.8% | +2.8% | -0.5% |
| 30D | -0.1% | -0.3% | +0.2% | -0.2% |
| 3M | -3.2% | +4.8% | -8.0% | -4.2% |
| 6M | -5.3% | +30.8% | -36.1% | -9.4% |
| YTD | +9.5% | +39.5% | -29.9% | +3.5% |
| 1Y | +17.5% | +43.7% | -26.2% | +10.2% |
| 3Y | +77.0% | +284.7% | -207.7% | +38.6% |
| 5Y | +66.4% | +484.9% | -418.5% | +18.9% |
| 10Y | +175.1% | +980.8% | -805.8% | +65.8% |
| All | +423.9% | +1,318.9% | -895.0% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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