+2,217.8%
AEP vs BDX
+5,237.1%
-3,019.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +0.9% | -3.6% | +4.4% | +1.7% |
| 30D | +1.5% | +0.7% | +0.8% | +1.3% |
| 3M | -1.7% | +19.0% | -20.6% | -5.6% |
| 6M | -4.0% | +10.8% | -14.8% | -6.6% |
| YTD | +10.6% | +20.1% | -9.5% | +5.6% |
| 1Y | +18.6% | +23.1% | -4.4% | +12.5% |
| 3Y | +78.7% | -8.8% | +87.5% | +78.9% |
| 5Y | +65.1% | -1.4% | +66.5% | +61.9% |
| 10Y | +177.7% | +60.5% | +117.2% | +142.5% |
| All | +2,217.8% | +5,237.1% | -3,019.3% | +1,005.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling