+1,494.2%
AEP vs BWA
+2,626.5%
-1,132.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | +4.8% | -14.6% | +19.4% | +7.0% |
| 3M | +5.4% | -26.2% | +31.6% | +9.7% |
| 6M | +0.4% | -18.4% | +18.8% | +2.6% |
| YTD | +15.5% | +14.7% | +0.8% | +11.5% |
| 1Y | +8.5% | +13.3% | -4.8% | +4.9% |
| 3Y | +84.6% | +64.7% | +19.9% | +66.4% |
| 5Y | +86.9% | +32.2% | +54.7% | +71.1% |
| 10Y | +205.1% | +96.8% | +108.4% | +147.5% |
| All | +1,494.2% | +2,626.5% | -1,132.3% | +724.7% |
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