+18.2%
AEP vs BDX
+27.3%
-9.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | 0.0% |
| 7D | +1.8% | -2.5% | +4.3% | +2.0% |
| 30D | -0.8% | +8.3% | -9.1% | -1.7% |
| 3M | -1.8% | +24.4% | -26.2% | -4.3% |
| 6M | -5.4% | +9.2% | -14.5% | -7.1% |
| YTD | +10.4% | +22.7% | -12.3% | +7.0% |
| 1Y | +18.2% | +25.9% | -7.7% | +14.8% |
| All | +18.2% | +27.3% | -9.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling