+170.8%
AEP vs SFM
+268.6%
-97.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.8% |
| 7D | -1.0% | -8.8% | +7.8% | -0.2% |
| 30D | -0.1% | -14.5% | +14.4% | +1.2% |
| 3M | -3.2% | -16.8% | +13.6% | -1.8% |
| 6M | -5.3% | -5.3% | +0.1% | -5.3% |
| YTD | +9.5% | -9.4% | +18.9% | +9.7% |
| 1Y | +17.5% | -46.2% | +63.7% | +23.4% |
| 3Y | +77.0% | +81.3% | -4.3% | +59.6% |
| 5Y | +66.4% | +211.9% | -145.5% | +39.6% |
| All | +170.8% | +268.6% | -97.7% | +110.4% |
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