+2,214.6%
AEP vs BEN
+4,913.3%
-2,698.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.8% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | -0.8% | -0.5% | -0.3% | -0.7% |
| 3M | -1.8% | +9.7% | -11.6% | -3.7% |
| 6M | -5.4% | +33.9% | -39.3% | -10.9% |
| YTD | +10.4% | +49.0% | -38.5% | +1.7% |
| 1Y | +18.2% | +42.1% | -24.0% | +9.6% |
| 3Y | +79.0% | +51.9% | +27.1% | +61.0% |
| 5Y | +64.8% | +39.0% | +25.8% | +48.1% |
| 10Y | +170.8% | +57.9% | +113.0% | +125.4% |
| All | +2,214.6% | +4,913.3% | -2,698.7% | +926.7% |
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