+237.7%
BAC vs AEP
+196.9%
+40.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | -6.7% | +4.9% | -11.6% | -8.2% |
| 3M | -20.2% | +4.9% | -25.1% | -21.6% |
| 6M | -0.2% | -0.3% | +0.1% | -0.4% |
| YTD | -6.4% | +14.3% | -20.7% | -11.2% |
| 1Y | -3.1% | +7.5% | -10.6% | -6.2% |
| 3Y | +96.7% | +82.6% | +14.1% | +53.2% |
| 5Y | +21.3% | +81.5% | -60.2% | -6.8% |
| 10Y | +237.7% | +203.2% | +34.5% | +227.7% |
| All | +237.7% | +196.9% | +40.8% | +227.7% |
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