+10.8%
AEP vs SARO
-7.8%
+18.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | +0.8% | +15.8% | -14.9% | +0.4% |
| 30D | +7.9% | +22.2% | -14.3% | +7.4% |
| 3M | +1.5% | -16.2% | +17.7% | +2.0% |
| 6M | -2.6% | +4.6% | -7.2% | -2.7% |
| YTD | +14.7% | -10.4% | +25.0% | +14.3% |
| 1Y | +10.8% | -6.5% | +17.3% | +10.2% |
| All | +10.8% | -7.8% | +18.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling