+205.1%
AEP vs BURL
+254.9%
-49.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +4.8% | -4.4% | +9.2% | +5.1% |
| 3M | +5.4% | -28.6% | +33.9% | +7.7% |
| 6M | +0.4% | -12.3% | +12.7% | +0.9% |
| YTD | +15.5% | -11.3% | +26.8% | +15.8% |
| 1Y | +8.5% | -10.4% | +19.0% | +8.6% |
| 3Y | +84.6% | +96.1% | -11.5% | +69.7% |
| 5Y | +86.9% | -5.0% | +91.9% | +79.6% |
| 10Y | +205.1% | +251.8% | -46.7% | +188.0% |
| All | +205.1% | +254.9% | -49.8% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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