+44.0%
AEP vs SOUN
-24.7%
+68.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.7% |
| 7D | +2.0% | -4.1% | +6.1% | +2.0% |
| 30D | +0.5% | -18.1% | +18.6% | +0.4% |
| 3M | -0.3% | -12.3% | +12.0% | -0.4% |
| 6M | -3.5% | -18.6% | +15.1% | -3.5% |
| YTD | +11.3% | -34.1% | +45.4% | +11.1% |
| 1Y | +20.2% | -57.0% | +77.3% | +19.9% |
| 3Y | +79.8% | +185.7% | -105.9% | +80.0% |
| All | +44.0% | -24.7% | +68.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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