-0.9%
BA vs AEP
+65.1%
-66.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +1.8% | -0.6% | +0.8% |
| 30D | -11.6% | -0.8% | -10.8% | -11.5% |
| 3M | -2.4% | -1.8% | -0.5% | -2.1% |
| 6M | -6.6% | -5.4% | -1.3% | -5.8% |
| YTD | -2.2% | +10.4% | -12.7% | -4.2% |
| 1Y | -8.0% | +18.2% | -26.2% | -11.2% |
| 3Y | -5.0% | +79.0% | -83.9% | -19.8% |
| All | -0.9% | +65.1% | -66.0% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling