+745.5%
AEP vs SNY
+241.9%
+503.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -3.3% | +2.4% | 0.0% |
| 30D | -1.1% | -2.2% | +1.1% | -0.5% |
| 3M | -3.3% | -3.0% | -0.2% | -2.6% |
| 6M | -4.6% | +2.7% | -7.4% | -5.8% |
| YTD | +9.4% | -6.8% | +16.3% | +11.1% |
| 1Y | +16.9% | -5.3% | +22.2% | +17.8% |
| 3Y | +76.6% | -9.8% | +86.4% | +76.5% |
| 5Y | +66.2% | +9.7% | +56.5% | +53.6% |
| 10Y | +174.7% | +64.5% | +110.2% | +116.9% |
| All | +745.5% | +241.9% | +503.6% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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