+23.9%
BMY vs AEP
+63.6%
-39.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | -6.4% | -1.0% | -5.4% | -6.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +16.0% | -3.2% | +19.2% | +17.1% |
| 6M | +8.3% | -5.3% | +13.6% | +10.1% |
| YTD | +22.2% | +9.5% | +12.6% | +18.8% |
| 1Y | +41.7% | +17.5% | +24.2% | +34.5% |
| 3Y | +20.7% | +77.0% | -56.3% | +0.7% |
| 5Y | +23.9% | +66.4% | -42.5% | +3.7% |
| All | +23.9% | +63.6% | -39.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling