+2,214.6%
AEP vs BAX
+900.4%
+1,314.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +1.8% | -1.1% | +2.9% | +2.0% |
| 30D | -0.8% | -5.5% | +4.6% | +0.3% |
| 3M | -1.8% | +33.5% | -35.4% | -8.2% |
| 6M | -5.4% | +35.9% | -41.2% | -12.2% |
| YTD | +10.4% | +35.4% | -24.9% | +1.7% |
| 1Y | +18.2% | +9.8% | +8.4% | +13.2% |
| 3Y | +79.0% | -32.7% | +111.7% | +86.4% |
| 5Y | +64.8% | -65.6% | +130.4% | +97.9% |
| 10Y | +170.8% | -34.9% | +205.8% | +177.9% |
| All | +2,214.6% | +900.4% | +1,314.2% | +1,282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling