+72.4%
IBM vs AEP
+80.6%
-8.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +0.3% | +2.0% | -1.7% | +0.1% |
| 30D | -1.5% | +0.5% | -2.0% | -1.5% |
| 3M | -16.8% | -0.3% | -16.4% | -16.6% |
| 6M | -9.0% | -3.5% | -5.6% | -8.7% |
| YTD | -20.1% | +11.3% | -31.3% | -21.3% |
| 1Y | -7.0% | +20.2% | -27.2% | -9.7% |
| 3Y | +72.4% | +79.8% | -7.4% | +54.0% |
| All | +72.4% | +80.6% | -8.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling