+23.9%
BABA vs AEP
+265.2%
-241.3%
-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% | +1.5% | +1.3% |
| 7D | +11.6% | -2.8% | +14.5% | +11.9% |
| 30D | +2.3% | +3.6% | -1.4% | +2.0% |
| 3M | -13.7% | +1.8% | -15.5% | -13.8% |
| 6M | -21.9% | -3.1% | -18.8% | -21.9% |
| YTD | -24.6% | +12.2% | -36.9% | -25.7% |
| 1Y | -34.1% | +9.1% | -43.2% | -34.9% |
| 3Y | +36.3% | +77.9% | -41.7% | +27.7% |
| 5Y | -26.7% | +78.1% | -104.8% | -31.4% |
| 10Y | +19.2% | +187.8% | -168.6% | +4.2% |
| All | +23.9% | +265.2% | -241.3% | +6.6% |
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