+80.5%
AEP vs BIL
+19.8%
+60.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.8% | -0.3% | -2.6% | -2.4% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | +1.8% | +0.6% | +1.2% | +0.3% |
| 6M | -3.1% | +1.5% | -4.7% | -6.1% |
| YTD | +12.2% | +2.8% | +9.5% | +6.6% |
| 1Y | +9.1% | +3.3% | +5.8% | +2.6% |
| 3Y | +77.9% | +13.5% | +64.4% | +71.3% |
| All | +80.5% | +19.8% | +60.7% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling