+348.1%
AEP vs SFM
+46.8%
+301.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | +3.4% | -19.2% | +22.6% | +4.6% |
| 3M | +4.2% | -40.3% | +44.5% | +7.8% |
| 6M | -0.8% | -40.9% | +40.1% | +2.5% |
| YTD | +15.2% | -35.5% | +50.7% | +17.9% |
| 1Y | +8.3% | -37.4% | +45.7% | +11.1% |
| 3Y | +84.2% | +25.5% | +58.7% | +74.8% |
| 5Y | +87.8% | +113.0% | -25.2% | +69.2% |
| 10Y | +204.4% | +136.3% | +68.1% | +166.6% |
| All | +348.1% | +46.8% | +301.3% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling