+170.8%
AEP vs BWA
+153.1%
+17.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.1% | -5.5% | +5.4% | +0.2% |
| 3M | -3.2% | -7.6% | +4.4% | -2.8% |
| 6M | -5.3% | +25.0% | -30.3% | -7.1% |
| YTD | +9.5% | +47.0% | -37.4% | +5.8% |
| 1Y | +17.5% | +54.0% | -36.5% | +13.0% |
| 3Y | +77.0% | +70.7% | +6.3% | +67.4% |
| 5Y | +66.4% | +86.7% | -20.3% | +54.4% |
| All | +170.8% | +153.1% | +17.7% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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