+2,231.7%
AEP vs SMTC
+69,284.5%
-67,052.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.0% | -9.2% | +0.4% |
| 7D | +2.0% | +22.9% | -20.9% | +1.2% |
| 30D | +0.5% | +16.6% | -16.1% | -0.2% |
| 3M | -0.3% | +2.4% | -2.7% | -0.8% |
| 6M | -3.5% | +98.3% | -101.7% | -6.5% |
| YTD | +11.3% | +120.7% | -109.4% | +7.3% |
| 1Y | +20.2% | +168.3% | -148.0% | +15.0% |
| 3Y | +79.8% | +571.7% | -491.9% | +62.1% |
| 5Y | +65.6% | +114.0% | -48.4% | +54.6% |
| 10Y | +169.3% | +497.0% | -327.7% | +138.4% |
| All | +2,231.7% | +69,284.5% | -67,052.8% | +1,740.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling