+91.2%
AEP vs BBWI
-24.0%
+115.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +2.9% | +0.1% | +2.7% | +2.9% |
| 30D | +3.2% | +12.9% | -9.7% | +3.0% |
| 3M | +3.8% | +16.0% | -12.2% | +3.5% |
| 6M | +2.5% | +16.6% | -14.1% | +2.2% |
| YTD | +15.5% | +9.7% | +5.7% | +15.3% |
| 1Y | +9.6% | +1.5% | +8.1% | +9.5% |
| 3Y | +91.2% | -21.4% | +112.5% | +86.2% |
| All | +91.2% | -24.0% | +115.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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