+875.5%
AEP vs BB
+258.8%
+616.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | -5.6% | +7.4% | +2.0% |
| 30D | -0.8% | -11.8% | +11.0% | -0.5% |
| 3M | -1.8% | -25.5% | +23.7% | -1.2% |
| 6M | -5.4% | +121.3% | -126.6% | -8.0% |
| YTD | +10.4% | +103.2% | -92.7% | +7.6% |
| 1Y | +18.2% | +102.6% | -84.5% | +15.0% |
| 3Y | +79.0% | +37.5% | +41.5% | +74.3% |
| 5Y | +64.8% | -30.4% | +95.3% | +62.4% |
| 10Y | +170.8% | 0.0% | +170.8% | +154.4% |
| All | +875.5% | +258.8% | +616.7% | +893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling