+28.2%
BABA vs AEP
+259.3%
-231.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | -11.9% | -0.8% | -11.1% | -11.8% |
| 3M | -9.3% | -1.8% | -7.4% | -9.3% |
| 6M | -14.2% | -5.4% | -8.9% | -14.0% |
| YTD | -22.0% | +10.4% | -32.5% | -23.0% |
| 1Y | -12.7% | +18.2% | -30.9% | -14.4% |
| 3Y | +26.7% | +79.0% | -52.3% | +18.6% |
| 5Y | -29.3% | +64.8% | -94.2% | -33.4% |
| 10Y | +21.2% | +170.8% | -149.6% | +7.0% |
| All | +28.2% | +259.3% | -231.1% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling