+144.5%
IBM vs AEP
+170.1%
-25.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.6% |
| 7D | +3.6% | +0.9% | +2.7% | +3.2% |
| 30D | +1.5% | +1.5% | 0.0% | +0.9% |
| 3M | -12.9% | -1.7% | -11.2% | -12.5% |
| 6M | -3.9% | -4.0% | +0.1% | -2.9% |
| YTD | -17.3% | +10.6% | -27.9% | -21.0% |
| 1Y | -5.0% | +18.6% | -23.6% | -11.8% |
| 3Y | +78.2% | +78.7% | -0.5% | +38.5% |
| 5Y | +120.6% | +65.1% | +55.5% | +74.9% |
| 10Y | +144.5% | +177.7% | -33.3% | +71.0% |
| All | +144.5% | +170.1% | -25.6% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling