+205.1%
AEP vs SM
+10.6%
+194.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | +1.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +4.8% | -17.3% | +22.1% | +4.9% |
| 3M | +5.4% | -3.6% | +8.9% | +5.4% |
| 6M | +0.4% | +2.9% | -2.5% | +0.3% |
| YTD | +15.5% | +70.2% | -54.7% | +15.1% |
| 1Y | +8.5% | +66.5% | -58.0% | +8.2% |
| 3Y | +84.6% | -8.2% | +92.8% | +84.3% |
| 5Y | +86.9% | -1.5% | +88.4% | +86.5% |
| 10Y | +205.1% | +11.9% | +193.3% | +190.1% |
| All | +205.1% | +10.6% | +194.6% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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