+65.6%
AEP vs SN
+476.8%
-411.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | +0.9% | -3.4% | +4.3% | +0.9% |
| 30D | +1.5% | -9.1% | +10.6% | +1.6% |
| 3M | -1.7% | +31.8% | -33.4% | -2.1% |
| 6M | -4.0% | +52.0% | -56.1% | -4.7% |
| YTD | +10.6% | +51.3% | -40.7% | +9.8% |
| 1Y | +18.6% | +46.9% | -28.2% | +18.0% |
| 3Y | +78.7% | +394.9% | -316.2% | +64.5% |
| All | +65.6% | +476.8% | -411.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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