+963.4%
AEP vs SGI
+1,798.9%
-835.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.9% | -5.3% | +8.2% | +3.4% |
| 30D | +3.2% | -2.1% | +5.3% | +3.3% |
| 3M | +3.8% | -8.2% | +12.0% | +4.4% |
| 6M | +2.5% | -4.6% | +7.1% | +2.6% |
| YTD | +15.5% | -31.5% | +46.9% | +18.6% |
| 1Y | +9.6% | -30.8% | +40.4% | +12.4% |
| 3Y | +91.2% | +67.2% | +23.9% | +79.2% |
| 5Y | +88.2% | +42.5% | +45.7% | +75.9% |
| 10Y | +205.1% | +321.9% | -116.8% | +143.4% |
| All | +963.4% | +1,798.9% | -835.5% | +485.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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