+950.2%
BSX vs AEP
+1,869.2%
-919.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -7.0% | +0.9% | -7.9% | -7.4% |
| 30D | -10.9% | +1.5% | -12.4% | -11.5% |
| 3M | -8.2% | -1.7% | -6.5% | -7.8% |
| 6M | -37.5% | -4.0% | -33.4% | -36.7% |
| YTD | -52.8% | +10.6% | -63.4% | -54.8% |
| 1Y | -58.4% | +18.6% | -77.0% | -61.3% |
| 3Y | -16.5% | +78.7% | -95.2% | -34.8% |
| 5Y | -1.0% | +65.1% | -66.1% | -21.1% |
| 10Y | +91.2% | +177.7% | -86.5% | +22.5% |
| All | +950.2% | +1,869.2% | -919.0% | +177.5% |
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