+917.1%
AEP vs SGI
+2,083.6%
-1,166.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +1.8% | +8.5% | -6.8% | +1.0% |
| 30D | -0.8% | +0.7% | -1.5% | -0.9% |
| 3M | -1.8% | +0.6% | -2.4% | -2.1% |
| 6M | -5.4% | -17.9% | +12.6% | -4.1% |
| YTD | +10.4% | -21.2% | +31.6% | +12.2% |
| 1Y | +18.2% | -18.9% | +37.0% | +19.5% |
| 3Y | +79.0% | +52.6% | +26.3% | +69.2% |
| 5Y | +64.8% | +60.7% | +4.1% | +52.5% |
| 10Y | +170.8% | +278.1% | -107.3% | +118.5% |
| All | +917.1% | +2,083.6% | -1,166.4% | +453.8% |
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