+1,730.3%
AEP vs SIRI
-17.9%
+1,748.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.0% | +4.3% | -2.3% | +1.9% |
| 30D | +0.5% | -2.8% | +3.3% | +0.6% |
| 3M | -0.3% | +5.9% | -6.2% | -0.5% |
| 6M | -3.5% | +31.9% | -35.4% | -4.1% |
| YTD | +11.3% | +48.7% | -37.4% | +10.2% |
| 1Y | +20.2% | +23.2% | -3.0% | +19.5% |
| 3Y | +79.8% | -23.9% | +103.6% | +79.7% |
| 5Y | +65.6% | -43.4% | +109.0% | +66.0% |
| 10Y | +169.3% | -13.6% | +182.9% | +167.6% |
| All | +1,730.3% | -17.9% | +1,748.2% | +1,646.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling