+79.8%
AEP vs SFM
+96.9%
-17.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.0% |
| 7D | +2.0% | -5.8% | +7.8% | +2.2% |
| 30D | +0.5% | -11.4% | +11.9% | +1.0% |
| 3M | -0.3% | -12.2% | +11.9% | +0.2% |
| 6M | -3.5% | -5.2% | +1.7% | -3.5% |
| YTD | +11.3% | -4.5% | +15.7% | +11.1% |
| 1Y | +20.2% | -45.4% | +65.6% | +23.3% |
| 3Y | +79.8% | +91.1% | -11.3% | +61.1% |
| All | +79.8% | +96.9% | -17.1% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling