+1,003.0%
BE vs AEP
+139.1%
+863.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +9.0% | -0.9% | +10.0% | +9.5% |
| 30D | +16.3% | -1.1% | +17.3% | +16.8% |
| 3M | +10.8% | -3.3% | +14.1% | +11.3% |
| 6M | +73.2% | -4.6% | +77.8% | +74.9% |
| YTD | +217.4% | +9.4% | +207.9% | +203.4% |
| 1Y | +309.8% | +16.9% | +292.9% | +283.9% |
| 3Y | +1,726.2% | +76.6% | +1,649.5% | +1,350.4% |
| 5Y | +1,306.2% | +66.2% | +1,240.0% | +1,055.4% |
| All | +1,003.0% | +139.1% | +863.9% | +1,371.9% |
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 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