+36.3%
BABA vs AEP
+76.7%
-40.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | -2.8% | +14.5% | +11.5% |
| 30D | +2.3% | +3.6% | -1.4% | +2.4% |
| 3M | -13.7% | +1.8% | -15.5% | -13.6% |
| 6M | -21.9% | -3.1% | -18.8% | -22.2% |
| YTD | -24.6% | +12.2% | -36.9% | -25.3% |
| 1Y | -34.1% | +9.1% | -43.2% | -34.6% |
| 3Y | +36.3% | +77.9% | -41.7% | +30.1% |
| All | +36.3% | +76.7% | -40.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling