+1,376.8%
BAC vs AEP
+2,223.4%
-846.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | +1.8% | -0.7% | +0.3% |
| 30D | -0.4% | -0.8% | +0.4% | -0.1% |
| 3M | +16.9% | -1.8% | +18.7% | +17.6% |
| 6M | +26.6% | -5.4% | +32.0% | +29.3% |
| YTD | +15.8% | +10.4% | +5.3% | +9.7% |
| 1Y | +27.2% | +18.2% | +9.0% | +16.3% |
| 3Y | +132.4% | +79.0% | +53.5% | +71.5% |
| 5Y | +72.6% | +64.8% | +7.7% | +30.0% |
| 10Y | +389.7% | +170.8% | +218.9% | +179.8% |
| All | +1,376.8% | +2,223.4% | -846.6% | +162.9% |
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