+120.2%
BKR vs AEP
+174.9%
-54.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -7.0% | -0.9% | -6.1% | -6.7% |
| 30D | -8.1% | -1.1% | -7.1% | -7.8% |
| 3M | -6.6% | -3.3% | -3.3% | -5.9% |
| 6M | +0.9% | -4.6% | +5.5% | +1.9% |
| YTD | +31.1% | +9.4% | +21.7% | +26.8% |
| 1Y | +27.7% | +16.9% | +10.8% | +20.6% |
| 3Y | +71.2% | +76.6% | -5.4% | +37.7% |
| 5Y | +177.6% | +66.2% | +111.4% | +126.8% |
| All | +120.2% | +174.9% | -54.7% | +89.0% |
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 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