+211.7%
AEP vs SMTC
+333.2%
-121.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | +2.9% | +11.0% | -8.2% | +2.5% |
| 30D | +3.2% | -28.5% | +31.7% | +4.1% |
| 3M | +3.8% | -14.2% | +18.0% | +3.8% |
| 6M | +2.5% | -18.0% | +20.5% | +2.2% |
| YTD | +15.5% | +55.5% | -40.0% | +12.0% |
| 1Y | +9.6% | +69.5% | -59.9% | +5.9% |
| 3Y | +91.2% | +699.7% | -608.5% | +61.2% |
| 5Y | +88.2% | +27.4% | +60.8% | +79.4% |
| All | +211.7% | +333.2% | -121.6% | +177.6% |
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