+91.2%
AEP vs BP
+48.4%
+42.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +1.0% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +4.8% | -3.1% | +7.9% | +5.0% |
| 3M | +5.4% | +6.2% | -0.8% | +5.0% |
| 6M | +0.4% | +4.8% | -4.4% | 0.0% |
| YTD | +15.5% | +35.2% | -19.7% | +12.9% |
| 1Y | +8.5% | +27.4% | -18.9% | +6.5% |
| All | +91.2% | +48.4% | +42.8% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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