+68.1%
AEP vs SN
+659.6%
-591.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.2% |
| 7D | -2.8% | +7.2% | -10.0% | -2.9% |
| 30D | +3.6% | +20.4% | -16.7% | +3.4% |
| 3M | +1.8% | +23.9% | -22.1% | +1.5% |
| 6M | -3.1% | +93.0% | -96.2% | -4.0% |
| YTD | +12.2% | +99.2% | -87.0% | +11.1% |
| 1Y | +9.1% | +142.6% | -133.5% | +8.0% |
| 3Y | +77.9% | +398.8% | -320.9% | +65.4% |
| All | +68.1% | +659.6% | -591.5% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling