+200.9%
AEP vs BIL
+25.7%
+175.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.6% | -1.7% |
| 30D | +4.1% | 0.0% | +4.1% | +4.1% |
| 3M | +4.1% | +0.6% | +3.5% | +2.3% |
| 6M | -1.0% | +1.5% | -2.6% | -4.9% |
| YTD | +13.4% | +2.8% | +10.6% | +5.7% |
| 1Y | +6.7% | +3.3% | +3.4% | -1.8% |
| 3Y | +81.3% | +13.4% | +67.9% | +42.5% |
| 5Y | +80.1% | +19.8% | +60.3% | +23.8% |
| 10Y | +200.9% | +25.7% | +175.2% | +114.7% |
| All | +200.9% | +25.7% | +175.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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