+65.6%
AEP vs BN
+35.3%
+30.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | +0.5% | -10.9% | +11.4% | +2.2% |
| 3M | -0.3% | -11.1% | +10.8% | +1.4% |
| 6M | -3.5% | -4.4% | +0.9% | -3.1% |
| YTD | +11.3% | -14.1% | +25.4% | +13.3% |
| 1Y | +20.2% | -11.1% | +31.3% | +21.4% |
| 3Y | +79.8% | +75.6% | +4.2% | +52.1% |
| 5Y | +65.6% | +35.8% | +29.8% | +42.8% |
| All | +65.6% | +35.3% | +30.3% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling