+771.5%
AEP vs BUD
+215.1%
+556.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +4.8% | +7.4% | -2.6% | +3.1% |
| 3M | +5.4% | +4.3% | +1.0% | +4.2% |
| 6M | +0.4% | +5.3% | -4.9% | -1.1% |
| YTD | +15.5% | +33.2% | -17.7% | +8.0% |
| 1Y | +8.5% | +31.8% | -23.2% | +1.6% |
| 3Y | +84.6% | +47.8% | +36.8% | +67.1% |
| 5Y | +86.9% | +50.2% | +36.7% | +66.5% |
| 10Y | +205.1% | -4.8% | +210.0% | +190.5% |
| All | +771.5% | +215.1% | +556.4% | +486.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling