+397.7%
BAC vs AEP
+170.1%
+227.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | -1.4% | +1.5% | -2.9% | -1.9% |
| 3M | +15.7% | -1.7% | +17.4% | +16.2% |
| 6M | +32.2% | -4.0% | +36.2% | +33.6% |
| YTD | +15.8% | +10.6% | +5.2% | +11.2% |
| 1Y | +27.3% | +18.6% | +8.7% | +19.0% |
| 3Y | +137.5% | +78.7% | +58.8% | +87.8% |
| 5Y | +73.1% | +65.1% | +8.0% | +39.2% |
| 10Y | +397.7% | +177.7% | +220.0% | +367.4% |
| All | +397.7% | +170.1% | +227.6% | +367.4% |
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 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