+2,214.6%
AEP vs BP
+1,327.5%
+887.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +1.8% | +3.9% | -2.1% | +1.0% |
| 30D | -0.8% | +7.6% | -8.4% | -2.3% |
| 3M | -1.8% | +0.7% | -2.5% | -2.3% |
| 6M | -5.4% | +15.5% | -20.9% | -8.5% |
| YTD | +10.4% | +30.8% | -20.4% | +4.0% |
| 1Y | +18.2% | +34.3% | -16.2% | +10.5% |
| 3Y | +79.0% | +35.1% | +43.9% | +65.2% |
| 5Y | +64.8% | +126.8% | -62.0% | +33.9% |
| 10Y | +170.8% | +123.4% | +47.5% | +106.8% |
| All | +2,214.6% | +1,327.5% | +887.1% | +1,181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling