+1,227.8%
BE vs AEP
+64.9%
+1,162.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +23.9% | +0.9% | +23.0% | +23.4% |
| 30D | +27.8% | +1.5% | +26.4% | +27.0% |
| 3M | +3.7% | -1.7% | +5.4% | +3.2% |
| 6M | +78.0% | -4.0% | +82.0% | +79.5% |
| YTD | +209.9% | +10.6% | +199.3% | +186.2% |
| 1Y | +389.6% | +18.6% | +371.0% | +337.5% |
| 3Y | +1,730.6% | +78.7% | +1,651.9% | +1,118.8% |
| 5Y | +1,227.8% | +65.1% | +1,162.7% | +917.8% |
| All | +1,227.8% | +64.9% | +1,162.9% | +917.8% |
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 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