+77.9%
AEP vs SN
+397.9%
-320.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.2% |
| 7D | -2.8% | +7.2% | -10.0% | -2.8% |
| 30D | +3.6% | +20.4% | -16.7% | +3.6% |
| 3M | +1.8% | +23.9% | -22.1% | +1.8% |
| 6M | -3.1% | +93.0% | -96.2% | -3.3% |
| YTD | +12.2% | +99.2% | -87.0% | +12.0% |
| 1Y | +9.1% | +142.6% | -133.5% | +9.2% |
| 3Y | +77.9% | +398.8% | -320.9% | +59.5% |
| All | +77.9% | +397.9% | -320.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling