+741.9%
AEP vs BNS
+1,463.9%
-722.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +1.5% | +4.0% | -2.5% | 0.0% |
| 3M | -1.7% | +13.8% | -15.5% | -6.1% |
| 6M | -4.0% | +32.7% | -36.7% | -13.0% |
| YTD | +10.6% | +27.6% | -17.0% | +1.4% |
| 1Y | +18.6% | +47.4% | -28.8% | +3.5% |
| 3Y | +78.7% | +129.0% | -50.3% | +33.5% |
| 5Y | +65.1% | +92.7% | -27.6% | +29.2% |
| 10Y | +177.7% | +182.1% | -4.4% | +83.4% |
| All | +741.9% | +1,463.9% | -722.0% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling