+521.9%
BKR vs AEP
+2,204.2%
-1,682.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.3% |
| 7D | -6.7% | -1.0% | -5.7% | -6.3% |
| 30D | -8.3% | -0.1% | -8.3% | -8.3% |
| 3M | -5.4% | -3.2% | -2.2% | -4.4% |
| 6M | +0.8% | -5.3% | +6.1% | +2.4% |
| YTD | +31.8% | +9.5% | +22.3% | +26.4% |
| 1Y | +28.6% | +17.5% | +11.1% | +19.5% |
| 3Y | +71.2% | +77.0% | -5.7% | +32.1% |
| 5Y | +179.2% | +66.4% | +112.9% | +118.4% |
| 10Y | +124.0% | +175.1% | -51.1% | +38.1% |
| All | +521.9% | +2,204.2% | -1,682.3% | +99.4% |
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