+1,673.5%
BMY vs AEP
+2,329.1%
-655.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.1% | +2.9% | -0.8% | +1.1% |
| 30D | +7.0% | +3.2% | +3.8% | +5.9% |
| 3M | -0.9% | +3.8% | -4.7% | -2.2% |
| 6M | +14.9% | +2.5% | +12.4% | +13.9% |
| YTD | +22.8% | +15.5% | +7.4% | +16.9% |
| 1Y | +36.2% | +9.6% | +26.6% | +31.8% |
| 3Y | +45.7% | +91.2% | -45.5% | +16.7% |
| 5Y | +31.3% | +88.2% | -56.9% | +4.5% |
| 10Y | +60.6% | +205.1% | -144.5% | +6.2% |
| All | +1,673.5% | +2,329.1% | -655.6% | +361.7% |
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 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