+1,782.1%
AEP vs SM
+1,608.3%
+173.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.8% | +26.3% | -27.1% | -1.8% |
| 3M | -1.8% | +8.7% | -10.5% | -2.3% |
| 6M | -5.4% | +51.7% | -57.0% | -7.4% |
| YTD | +10.4% | +99.0% | -88.6% | +6.7% |
| 1Y | +18.2% | +34.6% | -16.4% | +15.9% |
| 3Y | +79.0% | -7.8% | +86.7% | +76.8% |
| 5Y | +64.8% | +104.8% | -39.9% | +54.7% |
| 10Y | +170.8% | +7.2% | +163.6% | +136.9% |
| All | +1,782.1% | +1,608.3% | +173.8% | +1,156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling