+65.4%
AEP vs SN
+490.7%
-425.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.2% |
| 7D | +1.8% | -9.3% | +11.1% | +1.9% |
| 30D | -0.8% | -4.8% | +4.0% | -0.8% |
| 3M | -1.8% | +40.4% | -42.3% | -2.3% |
| 6M | -5.4% | +50.9% | -56.3% | -6.0% |
| YTD | +10.4% | +54.9% | -44.5% | +9.7% |
| 1Y | +18.2% | +43.0% | -24.9% | +17.5% |
| 3Y | +79.0% | +391.8% | -312.9% | +64.9% |
| All | +65.4% | +490.7% | -425.3% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling