+67.2%
AEP vs IDXX
-26.5%
+93.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -0.9% | -5.7% | +4.8% | -0.4% |
| 30D | -1.1% | -11.5% | +10.5% | +0.1% |
| 3M | -3.3% | -9.5% | +6.3% | -2.5% |
| 6M | -4.6% | -16.0% | +11.3% | -3.3% |
| YTD | +9.4% | -25.4% | +34.8% | +12.3% |
| 1Y | +16.9% | -21.8% | +38.7% | +19.1% |
| 3Y | +76.6% | +7.0% | +69.6% | +70.0% |
| All | +67.2% | -26.5% | +93.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 5y: compounded portfolio wealth divided by compounded IDXX 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…
5y analysis · Full analysis span regression · 6 months rolling