+452.2%
AEP vs BIL
+30.4%
+421.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +2.1% |
| 30D | -0.8% | +0.3% | -1.1% | +0.2% |
| 3M | -1.8% | +0.9% | -2.8% | +1.1% |
| 6M | -5.4% | +1.8% | -7.2% | +0.1% |
| YTD | +10.4% | +2.4% | +8.0% | +19.1% |
| 1Y | +18.2% | +3.7% | +14.4% | +32.5% |
| 3Y | +79.0% | +14.2% | +64.8% | +178.5% |
| 5Y | +64.8% | +19.4% | +45.4% | +201.2% |
| 10Y | +170.8% | +25.2% | +145.6% | +496.6% |
| All | +452.2% | +30.4% | +421.9% | +1,026.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling