+211.7%
AEP vs BN
+290.8%
-79.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | +3.2% | +14.0% | -10.8% | +0.3% |
| 3M | +3.8% | -9.0% | +12.8% | +5.7% |
| 6M | +2.5% | -8.8% | +11.3% | +4.1% |
| YTD | +15.5% | -10.3% | +25.7% | +17.1% |
| 1Y | +9.6% | -5.8% | +15.4% | +9.9% |
| 3Y | +91.2% | +94.8% | -3.6% | +55.2% |
| 5Y | +88.2% | +31.5% | +56.7% | +65.6% |
| All | +211.7% | +290.8% | -79.2% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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