+10.8%
AEP vs SE
-48.0%
+58.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -0.3% |
| 7D | +0.8% | +6.7% | -5.9% | +1.0% |
| 30D | +7.9% | -17.2% | +25.1% | +7.5% |
| 3M | +1.5% | -28.0% | +29.5% | +0.8% |
| 6M | -2.6% | -6.1% | +3.5% | -2.8% |
| YTD | +14.7% | -37.1% | +51.8% | +14.7% |
| 1Y | +10.8% | -48.8% | +59.5% | +14.0% |
| All | +10.8% | -48.0% | +58.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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