+1,821.9%
BA vs AEP
+2,223.4%
-401.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +1.8% | -0.6% | +0.4% |
| 30D | -11.6% | -0.8% | -10.8% | -11.4% |
| 3M | -2.4% | -1.8% | -0.5% | -1.9% |
| 6M | -6.6% | -5.4% | -1.3% | -4.9% |
| YTD | -2.2% | +10.4% | -12.7% | -6.6% |
| 1Y | -8.0% | +18.2% | -26.2% | -14.8% |
| 3Y | -5.0% | +79.0% | -83.9% | -27.5% |
| 5Y | -2.7% | +64.8% | -67.6% | -24.1% |
| 10Y | +75.9% | +170.8% | -95.0% | +12.3% |
| All | +1,821.9% | +2,223.4% | -401.5% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling