+49.7%
INCY vs AEE
+191.1%
-141.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | +0.6% | -2.9% | +3.5% | +1.2% |
| 3M | +12.6% | -2.4% | +15.1% | +13.2% |
| 6M | +28.3% | -2.7% | +31.0% | +29.0% |
| YTD | +23.0% | +7.3% | +15.7% | +21.0% |
| 1Y | +41.0% | +7.5% | +33.4% | +38.6% |
| 3Y | +88.6% | +46.2% | +42.4% | +73.2% |
| 5Y | +70.8% | +39.7% | +31.1% | +57.5% |
| All | +49.7% | +191.1% | -141.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling