+2,214.6%
AEP vs BBWI
+1,034.6%
+1,180.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.4% |
| 7D | +1.8% | +1.5% | +0.3% | +1.6% |
| 30D | -0.8% | -5.2% | +4.4% | -0.4% |
| 3M | -1.8% | +11.1% | -12.9% | -3.2% |
| 6M | -5.4% | -13.4% | +8.0% | -4.8% |
| YTD | +10.4% | +0.1% | +10.4% | +9.2% |
| 1Y | +18.2% | -36.1% | +54.3% | +21.4% |
| 3Y | +79.0% | -44.1% | +123.1% | +81.9% |
| 5Y | +64.8% | -66.2% | +131.1% | +72.5% |
| 10Y | +170.8% | -54.8% | +225.6% | +152.0% |
| All | +2,214.6% | +1,034.6% | +1,180.0% | +1,108.6% |
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