+0.4%
AEP vs BWA
-16.4%
+16.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.8% |
| 30D | +4.8% | -14.6% | +19.4% | +3.8% |
| 3M | +5.4% | -26.2% | +31.6% | +3.3% |
| 6M | +0.4% | -18.4% | +18.8% | -1.1% |
| All | +0.4% | -16.4% | +16.7% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling