+1,091.0%
BAC vs AEP
+2,294.9%
-1,203.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.6% |
| 7D | +2.0% | -1.5% | +3.5% | +2.7% |
| 30D | -6.9% | +4.5% | -11.4% | -8.9% |
| 3M | -19.6% | +2.8% | -22.4% | -20.7% |
| 6M | -0.5% | -0.7% | +0.2% | -0.6% |
| YTD | -6.6% | +13.8% | -20.5% | -12.8% |
| 1Y | -3.0% | +9.0% | -11.9% | -7.7% |
| 3Y | +97.3% | +83.0% | +14.3% | +44.2% |
| 5Y | +21.9% | +83.3% | -61.4% | -12.7% |
| 10Y | +251.7% | +194.6% | +57.1% | +93.3% |
| All | +1,091.0% | +2,294.9% | -1,203.8% | +108.9% |
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