+1,840.0%
AEP vs SM
+1,264.2%
+575.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.5% |
| 7D | -1.5% | -22.3% | +20.7% | -0.5% |
| 30D | +4.5% | -21.4% | +25.8% | +5.5% |
| 3M | +2.8% | +1.4% | +1.5% | +2.6% |
| 6M | -0.7% | +0.1% | -0.8% | -1.0% |
| YTD | +13.8% | +59.0% | -45.1% | +10.9% |
| 1Y | +9.0% | +64.3% | -55.4% | +5.9% |
| 3Y | +83.0% | -13.1% | +96.1% | +81.0% |
| 5Y | +83.3% | -13.9% | +97.1% | +78.8% |
| 10Y | +194.6% | +1.7% | +192.9% | +156.8% |
| All | +1,840.0% | +1,264.2% | +575.8% | +1,205.6% |
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 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