+143.3%
IBM vs AEP
+82.5%
+60.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | +8.4% | +4.5% | +3.9% | +7.4% |
| 3M | +4.5% | +2.8% | +1.6% | +3.8% |
| 6M | +7.9% | -0.7% | +8.5% | +7.9% |
| YTD | -15.2% | +13.8% | -29.1% | -18.2% |
| 1Y | -17.6% | +9.0% | -26.5% | -19.6% |
| 3Y | +82.1% | +83.0% | -0.9% | +50.7% |
| 5Y | +143.3% | +83.3% | +60.1% | +104.0% |
| All | +143.3% | +82.5% | +60.8% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling