+41.7%
BMY vs AEP
+17.4%
+24.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -6.4% | -1.0% | -5.4% | -6.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.1% |
| 3M | +16.0% | -3.2% | +19.2% | +17.3% |
| 6M | +8.3% | -5.3% | +13.6% | +10.3% |
| YTD | +22.2% | +9.5% | +12.6% | +24.2% |
| 1Y | +41.7% | +17.5% | +24.2% | +42.1% |
| All | +41.7% | +17.4% | +24.3% | +42.1% |
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 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