-5.0%
IBM vs AEP
+19.8%
-24.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.3% |
| 7D | +3.6% | +0.9% | +2.7% | +3.7% |
| 30D | +1.5% | +1.5% | 0.0% | +1.8% |
| 3M | -12.9% | -1.7% | -11.2% | -12.6% |
| 6M | -3.9% | -4.0% | +0.1% | -4.0% |
| YTD | -17.3% | +10.6% | -27.9% | -15.3% |
| 1Y | -5.0% | +18.6% | -23.6% | +2.1% |
| All | -5.0% | +19.8% | -24.8% | +2.1% |
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