+18.2%
AEP vs BNS
+52.2%
-34.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.8% | +1.5% | +0.2% | +1.7% |
| 30D | -0.8% | +6.0% | -6.8% | -0.9% |
| 3M | -1.8% | +16.3% | -18.2% | -2.4% |
| 6M | -5.4% | +28.8% | -34.1% | -6.5% |
| YTD | +10.4% | +30.0% | -19.5% | +9.0% |
| 1Y | +18.2% | +50.7% | -32.6% | +23.5% |
| All | +18.2% | +52.2% | -34.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling