+10.8%
AEP vs BDX
+54.0%
-43.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.0% | -0.9% |
| 7D | +0.8% | +7.2% | -6.4% | +0.3% |
| 30D | +7.9% | +15.8% | -7.8% | +6.8% |
| 3M | +1.5% | +23.7% | -22.2% | -0.4% |
| 6M | -2.6% | +44.8% | -47.4% | -6.1% |
| YTD | +14.7% | +39.8% | -25.1% | +9.8% |
| 1Y | +10.8% | +52.3% | -41.6% | +5.7% |
| All | +10.8% | +54.0% | -43.2% | +5.7% |
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