-35.9%
BABA vs AEP
+8.5%
-44.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.4% |
| 7D | +3.8% | -1.5% | +5.4% | +3.5% |
| 30D | -5.4% | +4.5% | -9.9% | -4.4% |
| 3M | -17.9% | +2.8% | -20.8% | -17.3% |
| 6M | -24.1% | -0.7% | -23.4% | -25.4% |
| YTD | -27.4% | +13.8% | -41.3% | -28.0% |
| All | -35.9% | +8.5% | -44.4% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling