+31.8%
BA vs AEP
+186.7%
-155.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -2.8% | +3.9% | +2.3% |
| 30D | -7.9% | +3.6% | -11.6% | -9.4% |
| 3M | -25.3% | +1.8% | -27.1% | -26.1% |
| 6M | -24.6% | -3.1% | -21.5% | -24.0% |
| YTD | -20.1% | +12.2% | -32.4% | -24.6% |
| 1Y | -11.8% | +9.1% | -20.9% | -15.8% |
| 3Y | -10.1% | +77.9% | -88.0% | -34.3% |
| 5Y | -22.7% | +78.1% | -100.9% | -45.0% |
| All | +31.8% | +186.7% | -155.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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