+733.4%
AEP vs BUD
+201.1%
+532.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | -0.8% | -5.7% | +4.9% | +0.4% |
| 3M | -1.8% | +3.1% | -5.0% | -2.6% |
| 6M | -5.4% | +7.9% | -13.2% | -7.2% |
| YTD | +10.4% | +27.3% | -16.9% | +4.5% |
| 1Y | +18.2% | +37.8% | -19.7% | +9.7% |
| 3Y | +79.0% | +49.8% | +29.1% | +61.7% |
| 5Y | +64.8% | +43.8% | +21.0% | +48.2% |
| 10Y | +170.8% | -22.6% | +193.5% | +172.3% |
| All | +733.4% | +201.1% | +532.3% | +467.4% |
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