+76.6%
AEP vs BOXX
+14.7%
+62.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -1.1% | +0.3% | -1.4% | -2.0% |
| 3M | -3.3% | +1.0% | -4.3% | -6.5% |
| 6M | -4.6% | +1.9% | -6.6% | -10.1% |
| YTD | +9.4% | +2.7% | +6.7% | +0.9% |
| 1Y | +16.9% | +4.0% | +12.9% | +3.7% |
| 3Y | +76.6% | +14.7% | +62.0% | +19.0% |
| All | +76.6% | +14.7% | +62.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling