+76.8%
AEP vs SIRI
-23.3%
+100.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.0% |
| 7D | -1.0% | -3.0% | +2.0% | -0.9% |
| 30D | -0.1% | +1.3% | -1.4% | -0.1% |
| 3M | -3.2% | +5.6% | -8.8% | -3.4% |
| 6M | -5.3% | +35.2% | -40.4% | -6.3% |
| YTD | +9.5% | +49.1% | -39.5% | +8.0% |
| 1Y | +17.5% | +26.8% | -9.3% | +16.4% |
| All | +76.8% | -23.3% | +100.1% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling