+170.8%
AEP vs SMTC
+516.8%
-346.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.9% |
| 7D | -1.0% | +17.5% | -18.5% | -1.6% |
| 30D | -0.1% | +21.3% | -21.4% | -0.9% |
| 3M | -3.2% | +3.1% | -6.3% | -3.7% |
| 6M | -5.3% | +81.7% | -87.0% | -8.1% |
| YTD | +9.5% | +115.9% | -106.4% | +5.5% |
| 1Y | +17.5% | +157.8% | -140.3% | +12.2% |
| 3Y | +77.0% | +557.3% | -480.3% | +53.6% |
| 5Y | +66.4% | +114.7% | -48.3% | +54.4% |
| All | +170.8% | +516.8% | -346.0% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling