+513.4%
BE vs AEP
+87.3%
+426.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.1% | +11.9% | +12.3% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | -20.1% | +4.8% | -24.9% | -22.3% |
| 3M | -0.8% | +5.4% | -6.2% | -3.6% |
| 6M | -26.2% | +0.4% | -26.6% | -27.3% |
| YTD | +141.1% | +15.5% | +125.6% | +115.7% |
| 1Y | +64.8% | +8.5% | +56.3% | +54.1% |
| 3Y | +1,887.4% | +84.6% | +1,802.8% | +1,139.7% |
| All | +513.4% | +87.3% | +426.1% | +324.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling