+65.6%
AEP vs SE
-67.4%
+133.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | +0.5% | -0.1% | +0.6% | +0.5% |
| 3M | -0.3% | +34.1% | -34.4% | -0.5% |
| 6M | -3.5% | +23.2% | -26.7% | -3.6% |
| YTD | +11.3% | -11.2% | +22.4% | +11.3% |
| 1Y | +20.2% | -40.5% | +60.8% | +20.7% |
| 3Y | +79.8% | +196.3% | -116.5% | +75.5% |
| 5Y | +65.6% | -67.0% | +132.6% | +61.2% |
| All | +65.6% | -67.4% | +133.0% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling