+9.6%
AEP vs SM
+84.2%
-74.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.9% | +9.4% | -6.5% | +3.0% |
| 30D | +3.2% | -14.4% | +17.6% | +3.0% |
| 3M | +3.8% | +1.6% | +2.3% | +4.0% |
| 6M | +2.5% | +6.3% | -3.8% | +2.9% |
| YTD | +15.5% | +78.8% | -63.3% | +16.6% |
| 1Y | +9.6% | +83.1% | -73.5% | +10.8% |
| All | +9.6% | +84.2% | -74.6% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling