+76.6%
AEP vs BLK
+66.0%
+10.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.9% | -3.3% | +2.4% | -0.7% |
| 30D | -1.1% | -6.5% | +5.5% | -0.6% |
| 3M | -3.3% | +6.7% | -10.0% | -3.9% |
| 6M | -4.6% | +14.7% | -19.4% | -6.0% |
| YTD | +9.4% | +2.5% | +6.9% | +8.8% |
| 1Y | +16.9% | -2.8% | +19.7% | +17.1% |
| 3Y | +76.6% | +65.9% | +10.8% | +43.5% |
| All | +76.6% | +66.0% | +10.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling