+211.7%
AEP vs BAX
-35.8%
+247.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +3.2% | +4.1% | -0.9% | +2.2% |
| 3M | +3.8% | -4.5% | +8.4% | +4.4% |
| 6M | +2.5% | +49.2% | -46.7% | -6.1% |
| YTD | +15.5% | +35.2% | -19.8% | +6.4% |
| 1Y | +9.6% | +38.3% | -28.7% | +0.4% |
| 3Y | +91.2% | -19.0% | +110.2% | +92.0% |
| 5Y | +88.2% | -64.2% | +152.4% | +138.4% |
| All | +211.7% | -35.8% | +247.5% | +259.8% |
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