+2,314.9%
AEP vs BN
+15,786.9%
-13,472.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | +3.4% | +13.6% | -10.2% | +0.7% |
| 3M | +4.2% | -6.7% | +10.9% | +5.4% |
| 6M | -0.8% | -9.0% | +8.2% | +0.7% |
| YTD | +15.2% | -8.8% | +24.0% | +16.4% |
| 1Y | +8.3% | -10.6% | +18.9% | +9.7% |
| 3Y | +84.2% | +98.8% | -14.6% | +55.3% |
| 5Y | +87.8% | +33.6% | +54.2% | +68.9% |
| 10Y | +204.4% | +298.3% | -93.9% | +114.6% |
| All | +2,314.9% | +15,786.9% | -13,472.1% | +1,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling