+911.5%
BE vs AEP
+141.4%
+770.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.5% | +7.4% |
| 7D | +20.0% | +1.8% | +18.2% | +19.2% |
| 30D | +7.9% | -0.8% | +8.7% | +8.3% |
| 3M | -13.2% | -1.8% | -11.4% | -13.4% |
| 6M | +53.5% | -5.4% | +58.8% | +55.4% |
| YTD | +191.0% | +10.4% | +180.6% | +177.1% |
| 1Y | +360.5% | +18.2% | +342.4% | +329.7% |
| 3Y | +1,568.0% | +79.0% | +1,489.1% | +1,218.2% |
| 5Y | +1,055.2% | +64.8% | +990.3% | +848.9% |
| All | +911.5% | +141.4% | +770.1% | +1,244.7% |
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