+67.2%
AEP vs REGN
+21.2%
+46.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -0.9% | -5.6% | +4.6% | -0.5% |
| 30D | -1.1% | -2.0% | +0.9% | -0.9% |
| 3M | -3.3% | +28.0% | -31.2% | -5.3% |
| 6M | -4.6% | +1.2% | -5.8% | -5.0% |
| YTD | +9.4% | +1.6% | +7.8% | +8.9% |
| 1Y | +16.9% | +38.2% | -21.3% | +13.2% |
| 3Y | +76.6% | -5.4% | +82.0% | +77.0% |
| All | +67.2% | +21.2% | +46.0% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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