+78.4%
AEP vs SE
+191.1%
-112.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +1.8% | -6.1% | +7.9% | +1.6% |
| 30D | -0.8% | -2.5% | +1.6% | -0.8% |
| 3M | -1.8% | +21.7% | -23.6% | -1.0% |
| 6M | -5.4% | +27.0% | -32.4% | -4.4% |
| YTD | +10.4% | -12.1% | +22.6% | +10.4% |
| 1Y | +18.2% | -40.9% | +59.1% | +16.5% |
| All | +78.4% | +191.1% | -112.7% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling