+177.7%
AEP vs BIL
+25.2%
+152.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | +1.5% | +0.3% | +1.2% | +0.7% |
| 3M | -1.7% | +0.9% | -2.6% | -4.1% |
| 6M | -4.0% | +1.8% | -5.8% | -8.7% |
| YTD | +10.6% | +2.5% | +8.1% | +3.4% |
| 1Y | +18.6% | +3.7% | +14.9% | +7.4% |
| 3Y | +78.7% | +14.1% | +64.6% | +34.9% |
| 5Y | +65.1% | +19.4% | +45.7% | +8.1% |
| 10Y | +177.7% | +25.2% | +152.5% | +76.2% |
| All | +177.7% | +25.2% | +152.5% | +76.2% |
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