+1,749.1%
BMY vs AEP
+2,223.4%
-474.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | +5.0% | -0.8% | +5.8% | +5.2% |
| 3M | +19.4% | -1.8% | +21.2% | +20.0% |
| 6M | +9.5% | -5.4% | +14.9% | +11.3% |
| YTD | +28.1% | +10.4% | +17.6% | +23.7% |
| 1Y | +50.0% | +18.2% | +31.8% | +41.5% |
| 3Y | +24.1% | +79.0% | -54.9% | +1.4% |
| 5Y | +25.0% | +64.8% | -39.8% | +3.9% |
| 10Y | +68.7% | +170.8% | -102.2% | +15.8% |
| All | +1,749.1% | +2,223.4% | -474.2% | +388.6% |
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