+67.2%
AEP vs BNS
+94.7%
-27.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.1% | +3.5% | -4.5% | -2.1% |
| 3M | -3.3% | +14.1% | -17.3% | -7.2% |
| 6M | -4.6% | +33.8% | -38.4% | -13.0% |
| YTD | +9.4% | +29.5% | -20.0% | +0.7% |
| 1Y | +16.9% | +48.4% | -31.5% | +2.8% |
| 3Y | +76.6% | +129.6% | -53.0% | +31.8% |
| All | +67.2% | +94.7% | -27.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling