+16.7%
BABA vs AEP
+170.2%
-153.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -0.2% | +2.0% | -2.2% | -0.3% |
| 30D | -12.3% | +0.5% | -12.8% | -12.3% |
| 3M | -5.3% | -0.3% | -5.0% | -5.4% |
| 6M | -13.1% | -3.5% | -9.6% | -13.0% |
| YTD | -22.4% | +11.3% | -33.7% | -23.4% |
| 1Y | -19.5% | +20.2% | -39.7% | -21.1% |
| 3Y | +32.9% | +79.8% | -46.8% | +24.8% |
| 5Y | -29.9% | +65.6% | -95.4% | -33.7% |
| 10Y | +16.7% | +169.3% | -152.6% | +5.3% |
| All | +16.7% | +170.2% | -153.4% | +5.3% |
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