+78.6%
AEP vs BEN
+53.1%
+25.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.9% | +3.4% | -2.5% | +0.6% |
| 30D | +1.5% | +1.8% | -0.3% | +1.3% |
| 3M | -1.7% | +8.4% | -10.0% | -2.3% |
| 6M | -4.0% | +35.6% | -39.7% | -6.5% |
| YTD | +10.6% | +46.4% | -35.8% | +6.8% |
| 1Y | +18.6% | +46.3% | -27.7% | +14.5% |
| All | +78.6% | +53.1% | +25.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling