+2,314.9%
AEP vs BBWI
+1,125.9%
+1,188.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +2.5% | -4.5% | +7.0% | +2.9% |
| 30D | +3.4% | +17.1% | -13.7% | +1.7% |
| 3M | +4.2% | +17.5% | -13.3% | +2.2% |
| 6M | -0.8% | +12.8% | -13.6% | -2.7% |
| YTD | +15.2% | +8.2% | +7.1% | +12.8% |
| 1Y | +8.3% | -1.8% | +10.1% | +6.5% |
| 3Y | +84.2% | -25.8% | +109.9% | +81.5% |
| 5Y | +87.8% | -68.0% | +155.8% | +97.8% |
| 10Y | +204.4% | -47.6% | +252.0% | +177.8% |
| All | +2,314.9% | +1,125.9% | +1,188.9% | +1,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling