+78.6%
AEP vs BAX
-33.8%
+112.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +0.9% | -5.1% | +6.0% | +1.3% |
| 30D | +1.5% | -12.2% | +13.7% | +2.4% |
| 3M | -1.7% | +21.8% | -23.5% | -3.4% |
| 6M | -4.0% | +36.3% | -40.3% | -6.6% |
| YTD | +10.6% | +27.8% | -17.2% | +7.4% |
| 1Y | +18.6% | -0.1% | +18.7% | +17.7% |
| All | +78.6% | -33.8% | +112.3% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling