+10.8%
AEP vs BAX
+46.0%
-35.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -0.6% |
| 7D | +0.8% | +4.1% | -3.3% | +0.7% |
| 30D | +7.9% | +9.4% | -1.5% | +7.6% |
| 3M | +1.5% | -6.5% | +7.9% | +1.7% |
| 6M | -2.6% | +59.6% | -62.2% | -4.0% |
| YTD | +14.7% | +38.9% | -24.2% | +10.6% |
| 1Y | +10.8% | +48.0% | -37.2% | +7.6% |
| All | +10.8% | +46.0% | -35.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling