+65.6%
AEP vs SM
+111.2%
-45.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.7% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +0.5% | +31.5% | -31.0% | 0.0% |
| 3M | -0.3% | +17.3% | -17.6% | -0.7% |
| 6M | -3.5% | +48.5% | -52.0% | -4.4% |
| YTD | +11.3% | +106.3% | -95.0% | +9.2% |
| 1Y | +20.2% | +47.3% | -27.1% | +19.0% |
| 3Y | +79.8% | -1.4% | +81.2% | +78.5% |
| 5Y | +65.6% | +114.0% | -48.5% | +61.5% |
| All | +65.6% | +111.2% | -45.7% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling