+1,424.5%
AEP vs BWA
+3,492.4%
-2,067.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.6% |
| 7D | +1.8% | +5.7% | -3.9% | +1.0% |
| 30D | -0.8% | +1.4% | -2.2% | -1.1% |
| 3M | -1.8% | -12.1% | +10.3% | -0.4% |
| 6M | -5.4% | +28.6% | -33.9% | -9.4% |
| YTD | +10.4% | +51.1% | -40.6% | +2.8% |
| 1Y | +18.2% | +55.9% | -37.7% | +9.2% |
| 3Y | +79.0% | +70.1% | +8.8% | +60.8% |
| 5Y | +64.8% | +90.7% | -25.8% | +43.2% |
| 10Y | +170.8% | +154.0% | +16.9% | +112.2% |
| All | +1,424.5% | +3,492.4% | -2,067.9% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling