+65.1%
AEP vs BB
-25.5%
+90.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +0.9% | +1.8% | -0.9% | +0.8% |
| 30D | +1.5% | -12.2% | +13.7% | +1.8% |
| 3M | -1.7% | -12.3% | +10.7% | -1.6% |
| 6M | -4.0% | +122.7% | -126.7% | -6.7% |
| YTD | +10.6% | +104.5% | -93.9% | +7.7% |
| 1Y | +18.6% | +106.7% | -88.0% | +15.3% |
| 3Y | +78.7% | +70.0% | +8.7% | +72.2% |
| 5Y | +65.1% | -27.8% | +92.9% | +59.4% |
| All | +65.1% | -25.5% | +90.6% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling