+78.4%
AEP vs BURL
-15.9%
+94.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.8% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | +4.2% | -9.3% | +13.5% | +4.6% |
| 3M | +1.0% | -32.1% | +33.1% | +2.6% |
| 6M | -6.1% | -19.8% | +13.7% | -5.5% |
| YTD | +12.5% | -13.2% | +25.6% | +12.7% |
| 1Y | +9.1% | -7.8% | +17.0% | +9.0% |
| 3Y | +77.2% | +89.3% | -12.1% | +66.2% |
| 5Y | +78.4% | -15.8% | +94.3% | +67.7% |
| All | +78.4% | -15.9% | +94.3% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling