+170.5%
AEP vs BBY
+252.7%
-82.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -1.1% | +9.4% | -10.5% | -2.1% |
| 3M | -3.3% | +19.3% | -22.6% | -5.3% |
| 6M | -4.6% | +47.9% | -52.6% | -9.1% |
| YTD | +9.4% | +39.6% | -30.2% | +4.8% |
| 1Y | +16.9% | +22.2% | -5.2% | +13.5% |
| 3Y | +76.6% | +45.0% | +31.7% | +64.7% |
| 5Y | +66.2% | +2.6% | +63.6% | +59.0% |
| All | +170.5% | +252.7% | -82.2% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling