+141.0%
AEP vs SE
+355.3%
-214.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +1.2% |
| 7D | +0.7% | -7.7% | +8.5% | +0.9% |
| 30D | +4.8% | -22.8% | +27.6% | +5.4% |
| 3M | +5.4% | -43.7% | +49.1% | +6.8% |
| 6M | +0.4% | -12.8% | +13.2% | +0.5% |
| YTD | +15.5% | -42.0% | +57.5% | +16.7% |
| 1Y | +8.5% | -48.0% | +56.5% | +10.0% |
| 3Y | +84.6% | +62.7% | +21.9% | +78.4% |
| 5Y | +86.9% | -77.8% | +164.7% | +92.5% |
| All | +141.0% | +355.3% | -214.3% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling