+170.5%
AEP vs BDX
+59.3%
+111.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.9% | -3.2% | +2.2% | -0.1% |
| 30D | -1.1% | -2.5% | +1.5% | -0.4% |
| 3M | -3.3% | +21.4% | -24.7% | -8.9% |
| 6M | -4.6% | +10.4% | -15.1% | -7.9% |
| YTD | +9.4% | +18.8% | -9.4% | +3.1% |
| 1Y | +16.9% | +21.7% | -4.7% | +9.1% |
| 3Y | +76.6% | -10.0% | +86.6% | +79.0% |
| 5Y | +66.2% | -1.8% | +68.0% | +62.0% |
| All | +170.5% | +59.3% | +111.2% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling