+128.6%
AEP vs SE
+562.7%
-434.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.9% |
| 7D | -1.0% | -4.8% | +3.8% | -0.9% |
| 30D | -0.1% | -18.1% | +18.0% | +0.4% |
| 3M | -3.2% | +30.6% | -33.8% | -4.0% |
| 6M | -5.3% | +20.8% | -26.1% | -5.9% |
| YTD | +9.5% | -15.6% | +25.1% | +9.8% |
| 1Y | +17.5% | -44.2% | +61.7% | +19.0% |
| 3Y | +77.0% | +181.5% | -104.6% | +68.3% |
| 5Y | +66.4% | -66.9% | +133.3% | +69.6% |
| All | +128.6% | +562.7% | -434.1% | +89.8% |
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