+16.9%
AEP vs BR
-31.7%
+48.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -3.0% | +2.0% | -1.2% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | -3.3% | +17.3% | -20.6% | -2.0% |
| 6M | -4.6% | -6.7% | +2.1% | -5.4% |
| YTD | +9.4% | -23.4% | +32.9% | +6.2% |
| 1Y | +16.9% | -32.7% | +49.6% | +23.5% |
| All | +16.9% | -31.7% | +48.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling