+211.0%
AEP vs SFM
+137.0%
+74.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | +3.4% | -19.2% | +22.6% | +4.9% |
| 3M | +4.2% | -40.3% | +44.5% | +8.6% |
| 6M | -0.8% | -40.9% | +40.1% | +3.3% |
| YTD | +15.2% | -35.5% | +50.7% | +18.5% |
| 1Y | +8.3% | -37.4% | +45.7% | +11.7% |
| 3Y | +84.2% | +25.5% | +58.7% | +70.6% |
| 5Y | +87.8% | +113.0% | -25.2% | +61.4% |
| All | +211.0% | +137.0% | +74.0% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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