+78.6%
AEP vs SMTC
+565.9%
-487.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.9% | +22.5% | -21.6% | +0.9% |
| 30D | +1.5% | +24.9% | -23.4% | +1.5% |
| 3M | -1.7% | +4.1% | -5.8% | -1.7% |
| 6M | -4.0% | +92.6% | -96.6% | -3.9% |
| YTD | +10.6% | +122.5% | -111.9% | +10.9% |
| 1Y | +18.6% | +166.2% | -147.6% | +19.1% |
| All | +78.6% | +565.9% | -487.3% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling