+2,320.5%
AEP vs BEN
+5,193.4%
-2,872.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +0.7% | +7.2% | -6.4% | -0.6% |
| 30D | +4.8% | +14.1% | -9.3% | +2.1% |
| 3M | +5.4% | +9.9% | -4.6% | +3.3% |
| 6M | +0.4% | +17.4% | -17.0% | -3.0% |
| YTD | +15.5% | +57.3% | -41.8% | +5.1% |
| 1Y | +8.5% | +66.9% | -58.4% | -2.4% |
| 3Y | +84.6% | +85.7% | -1.1% | +59.6% |
| 5Y | +86.9% | +31.2% | +55.7% | +70.2% |
| 10Y | +205.1% | +61.0% | +144.1% | +153.3% |
| All | +2,320.5% | +5,193.4% | -2,872.9% | +961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling