+11.7%
BABA vs AEP
+206.5%
-194.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -7.0% |
| 7D | -12.7% | +2.5% | -15.1% | -12.8% |
| 30D | -14.9% | +3.4% | -18.3% | -15.0% |
| 3M | -24.6% | +4.2% | -28.8% | -24.8% |
| 6M | -29.3% | -0.8% | -28.5% | -29.4% |
| YTD | -35.0% | +15.2% | -50.3% | -35.9% |
| 1Y | -39.7% | +8.3% | -48.0% | -40.2% |
| 3Y | +21.2% | +84.2% | -63.0% | +14.7% |
| 5Y | -39.9% | +87.8% | -127.7% | -43.1% |
| All | +11.7% | +206.5% | -194.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling