+1,784.6%
BE vs AEP
+80.6%
+1,704.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.3% |
| 7D | +29.8% | +2.0% | +27.8% | +28.6% |
| 30D | +26.4% | +0.5% | +25.9% | +26.2% |
| 3M | +9.3% | -0.3% | +9.6% | +7.5% |
| 6M | +105.1% | -3.5% | +108.5% | +105.5% |
| YTD | +219.0% | +11.3% | +207.8% | +190.7% |
| 1Y | +418.8% | +20.2% | +398.5% | +356.6% |
| 3Y | +1,784.6% | +79.8% | +1,704.8% | +932.8% |
| All | +1,784.6% | +80.6% | +1,704.0% | +932.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling