+170.5%
AEP vs BN
+265.2%
-94.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | -0.9% | -5.2% | +4.2% | +0.2% |
| 30D | -1.1% | -14.5% | +13.4% | +2.2% |
| 3M | -3.3% | -15.0% | +11.7% | -0.1% |
| 6M | -4.6% | -5.4% | +0.8% | -3.9% |
| YTD | +9.4% | -16.4% | +25.8% | +12.8% |
| 1Y | +16.9% | -16.2% | +33.2% | +20.2% |
| 3Y | +76.6% | +67.5% | +9.1% | +48.4% |
| 5Y | +66.2% | +34.1% | +32.1% | +44.6% |
| All | +170.5% | +265.2% | -94.7% | +80.2% |
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