+211.0%
AEP vs BB
+24.8%
+186.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | -0.2% |
| 7D | +2.5% | +9.0% | -6.5% | +2.3% |
| 30D | +3.4% | +7.7% | -4.3% | +3.2% |
| 3M | +4.2% | +4.0% | +0.2% | +4.0% |
| 6M | -0.8% | +46.6% | -47.4% | -1.9% |
| YTD | +15.2% | +140.6% | -125.4% | +12.6% |
| 1Y | +8.3% | +103.1% | -94.8% | +6.2% |
| 3Y | +84.2% | +150.5% | -66.4% | +77.9% |
| 5Y | +87.8% | -15.4% | +103.2% | +83.9% |
| All | +211.0% | +24.8% | +186.3% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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