+211.0%
AEP vs BAX
-36.0%
+247.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +3.4% | +3.4% | 0.0% | +2.5% |
| 3M | +4.2% | -4.5% | +8.7% | +4.8% |
| 6M | -0.8% | +44.0% | -44.8% | -8.5% |
| YTD | +15.2% | +34.9% | -19.7% | +6.3% |
| 1Y | +8.3% | +37.9% | -29.6% | -0.7% |
| 3Y | +84.2% | -17.1% | +101.2% | +83.5% |
| 5Y | +87.8% | -64.3% | +152.1% | +138.1% |
| All | +211.0% | -36.0% | +247.0% | +259.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling