+170.5%
AEP vs SIRI
-10.2%
+180.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -1.1% | +2.5% | -3.6% | -1.4% |
| 3M | -3.3% | +6.6% | -9.9% | -4.1% |
| 6M | -4.6% | +32.9% | -37.5% | -7.8% |
| YTD | +9.4% | +50.5% | -41.1% | +4.2% |
| 1Y | +16.9% | +28.0% | -11.0% | +13.1% |
| 3Y | +76.6% | -22.4% | +99.0% | +77.0% |
| 5Y | +66.2% | -41.3% | +107.5% | +69.4% |
| All | +170.5% | -10.2% | +180.7% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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