+72.3%
BA vs AEP
+170.2%
-97.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | +2.5% | +2.0% | +0.5% | +1.6% |
| 30D | -10.1% | +0.5% | -10.6% | -10.4% |
| 3M | -2.4% | -0.3% | -2.1% | -2.5% |
| 6M | -8.8% | -3.5% | -5.3% | -7.9% |
| YTD | -2.9% | +11.3% | -14.2% | -7.9% |
| 1Y | -8.8% | +20.2% | -29.0% | -16.7% |
| 3Y | -0.3% | +79.8% | -80.0% | -27.6% |
| 5Y | -0.3% | +65.6% | -65.9% | -25.9% |
| 10Y | +72.3% | +169.3% | -97.0% | +21.6% |
| All | +72.3% | +170.2% | -97.8% | +21.6% |
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