+24.4%
AEP vs BIYA
-99.8%
+124.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.9% | +2.7% | -1.8% | +0.9% |
| 30D | +1.5% | -16.7% | +18.2% | +1.5% |
| 3M | -1.7% | -74.6% | +73.0% | -1.3% |
| 6M | -4.0% | -85.4% | +81.3% | -3.7% |
| YTD | +10.6% | -94.2% | +104.8% | +11.2% |
| 1Y | +18.6% | -98.6% | +117.2% | +19.6% |
| All | +24.4% | -99.8% | +124.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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