+203.2%
AEP vs BUD
-4.3%
+207.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | -0.8% | +6.0% | -6.8% | -1.9% |
| 30D | +4.9% | +11.3% | -6.4% | +2.8% |
| 3M | +4.9% | +3.6% | +1.3% | +4.0% |
| 6M | -0.3% | +7.7% | -8.0% | -1.9% |
| YTD | +14.3% | +36.4% | -22.1% | +7.5% |
| 1Y | +7.5% | +37.8% | -30.3% | +0.9% |
| 3Y | +82.6% | +51.2% | +31.4% | +67.2% |
| 5Y | +81.5% | +53.4% | +28.1% | +63.8% |
| 10Y | +203.2% | -3.2% | +206.4% | +179.0% |
| All | +203.2% | -4.3% | +207.5% | +179.0% |
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