+177.7%
AEP vs BUD
-24.2%
+201.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.1% |
| 30D | +1.5% | -6.1% | +7.6% | +2.6% |
| 3M | -1.7% | -3.8% | +2.1% | -1.1% |
| 6M | -4.0% | +8.2% | -12.2% | -5.7% |
| YTD | +10.6% | +23.6% | -13.0% | +6.0% |
| 1Y | +18.6% | +33.4% | -14.8% | +12.0% |
| 3Y | +78.7% | +45.3% | +33.4% | +64.8% |
| 5Y | +65.1% | +44.3% | +20.8% | +50.7% |
| 10Y | +177.7% | -22.8% | +200.5% | +166.7% |
| All | +177.7% | -24.2% | +201.9% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling