+65.6%
AEP vs BP
+131.3%
-65.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.9% |
| 30D | +0.5% | +9.1% | -8.6% | -0.2% |
| 3M | -0.3% | +3.9% | -4.2% | -0.7% |
| 6M | -3.5% | +13.6% | -17.1% | -4.7% |
| YTD | +11.3% | +34.0% | -22.8% | +8.1% |
| 1Y | +20.2% | +39.2% | -18.9% | +16.4% |
| 3Y | +79.8% | +36.4% | +43.4% | +73.3% |
| 5Y | +65.6% | +135.8% | -70.2% | +51.6% |
| All | +65.6% | +131.3% | -65.7% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling