+350.8%
AEP vs BURL
+1,051.1%
-700.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | +1.8% | -2.8% | +4.6% | +2.0% |
| 30D | -0.8% | -28.2% | +27.4% | +1.4% |
| 3M | -1.8% | -17.6% | +15.8% | -0.7% |
| 6M | -5.4% | -11.8% | +6.4% | -4.9% |
| YTD | +10.4% | -8.1% | +18.6% | +10.6% |
| 1Y | +18.2% | -12.0% | +30.1% | +18.5% |
| 3Y | +79.0% | +63.3% | +15.7% | +68.1% |
| 5Y | +64.8% | -10.8% | +75.7% | +59.7% |
| 10Y | +170.8% | +215.9% | -45.1% | +138.3% |
| All | +350.8% | +1,051.1% | -700.3% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling