+2,223.4%
AEP vs REGN
+3,539.8%
-1,316.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -1.0% | -6.0% | +5.0% | -0.7% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | -3.2% | +32.0% | -35.2% | -4.4% |
| 6M | -5.3% | +3.0% | -8.3% | -5.5% |
| YTD | +9.5% | +3.2% | +6.4% | +9.2% |
| 1Y | +17.5% | +43.4% | -25.9% | +15.4% |
| 3Y | +77.0% | -3.6% | +80.6% | +76.2% |
| 5Y | +66.4% | +23.1% | +43.3% | +63.4% |
| 10Y | +175.1% | +108.3% | +66.8% | +162.2% |
| All | +2,223.4% | +3,539.8% | -1,316.3% | +1,735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling