+967.7%
BX vs AEP
+495.4%
+472.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.4% | +1.8% | -6.2% | -5.4% |
| 30D | +0.1% | -0.8% | +0.9% | +0.4% |
| 3M | +16.0% | -1.8% | +17.9% | +16.8% |
| 6M | +21.6% | -5.4% | +27.0% | +24.6% |
| YTD | -8.9% | +10.4% | -19.3% | -15.4% |
| 1Y | -16.6% | +18.2% | -34.8% | -26.3% |
| 3Y | +43.3% | +79.0% | -35.6% | -6.0% |
| 5Y | +25.7% | +64.8% | -39.1% | -14.1% |
| 10Y | +689.5% | +170.8% | +518.6% | +256.3% |
| All | +967.7% | +495.4% | +472.3% | +119.0% |
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 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