+214.5%
BAC vs AEP
+206.5%
+8.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.7% |
| 30D | -6.4% | +3.4% | -9.8% | -7.5% |
| 3M | -21.7% | +4.2% | -25.9% | -22.8% |
| 6M | +0.5% | -0.8% | +1.3% | +0.5% |
| YTD | -6.7% | +15.2% | -21.9% | -11.8% |
| 1Y | -4.7% | +8.3% | -13.0% | -7.9% |
| 3Y | +96.1% | +84.2% | +11.9% | +51.9% |
| 5Y | +21.7% | +87.8% | -66.1% | -8.0% |
| All | +214.5% | +206.5% | +8.0% | +196.5% |
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