+86.2%
AEP vs BP
+113.6%
-27.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.9% | +3.8% | -0.9% | +2.6% |
| 30D | +3.2% | -5.3% | +8.5% | +3.6% |
| 3M | +3.8% | +9.3% | -5.4% | +3.0% |
| 6M | +2.5% | +7.2% | -4.7% | +1.7% |
| YTD | +15.5% | +38.0% | -22.6% | +11.7% |
| 1Y | +9.6% | +33.2% | -23.6% | +6.4% |
| 3Y | +91.2% | +50.3% | +40.9% | +82.1% |
| All | +86.2% | +113.6% | -27.4% | +69.8% |
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