+173.4%
AEP vs SM
+22.6%
+150.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +1.5% | +20.3% | -18.8% | +1.4% |
| 3M | -1.7% | +22.9% | -24.6% | -1.8% |
| 6M | -4.0% | +47.8% | -51.9% | -4.2% |
| YTD | +10.6% | +107.5% | -96.9% | +10.2% |
| 1Y | +18.6% | +51.7% | -33.1% | +18.3% |
| 3Y | +78.7% | -0.9% | +79.5% | +78.4% |
| 5Y | +65.1% | +112.2% | -47.2% | +64.6% |
| All | +173.4% | +22.6% | +150.8% | +160.5% |
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