+2,536.4%
IBM vs AEP
+2,324.0%
+212.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | +6.8% | +3.4% | +3.4% | +5.6% |
| 3M | +4.4% | +4.2% | +0.2% | +3.0% |
| 6M | +13.2% | -0.8% | +14.0% | +13.2% |
| YTD | -15.1% | +15.2% | -30.4% | -19.3% |
| 1Y | -20.2% | +8.3% | -28.5% | -22.7% |
| 3Y | +79.3% | +84.2% | -4.9% | +45.9% |
| 5Y | +147.5% | +87.8% | +59.7% | +98.5% |
| 10Y | +140.2% | +204.4% | -64.3% | +65.8% |
| All | +2,536.4% | +2,324.0% | +212.4% | +793.2% |
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