+2,413.6%
IBM vs AEP
+2,223.4%
+190.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.8% |
| 30D | +0.3% | -0.8% | +1.1% | +0.5% |
| 3M | -21.6% | -1.8% | -19.8% | -21.2% |
| 6M | -4.7% | -5.4% | +0.7% | -3.4% |
| YTD | -19.1% | +10.4% | -29.5% | -22.0% |
| 1Y | -2.5% | +18.2% | -20.7% | -8.1% |
| 3Y | +74.2% | +79.0% | -4.8% | +42.8% |
| 5Y | +113.1% | +64.8% | +48.3% | +77.9% |
| 10Y | +133.5% | +170.8% | -37.3% | +66.8% |
| All | +2,413.6% | +2,223.4% | +190.2% | +763.0% |
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 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