+83.3%
AEP vs SM
-13.5%
+96.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.5% |
| 7D | -1.5% | -22.3% | +20.7% | -1.1% |
| 30D | +4.5% | -21.4% | +25.8% | +5.0% |
| 3M | +2.8% | +1.4% | +1.5% | +2.7% |
| 6M | -0.7% | +0.1% | -0.8% | -0.8% |
| YTD | +13.8% | +59.0% | -45.1% | +12.1% |
| 1Y | +9.0% | +64.3% | -55.4% | +7.1% |
| 3Y | +83.0% | -13.1% | +96.1% | +81.2% |
| 5Y | +83.3% | -13.9% | +97.1% | +82.6% |
| All | +83.3% | -13.5% | +96.8% | +82.6% |
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