+65.6%
AEP vs BUD
+45.2%
+20.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | +0.5% | -4.8% | +5.3% | +1.5% |
| 3M | -0.3% | +1.4% | -1.7% | -0.8% |
| 6M | -3.5% | +9.9% | -13.3% | -5.8% |
| YTD | +11.3% | +26.3% | -15.1% | +5.4% |
| 1Y | +20.2% | +36.1% | -15.9% | +11.9% |
| 3Y | +79.8% | +48.6% | +31.2% | +62.4% |
| 5Y | +65.6% | +45.0% | +20.6% | +43.3% |
| All | +65.6% | +45.2% | +20.4% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling