+173.4%
AEP vs SPG
+64.2%
+109.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | +0.9% | -1.7% | +2.5% | +1.1% |
| 30D | +1.5% | -6.3% | +7.8% | +2.5% |
| 3M | -1.7% | -2.4% | +0.8% | -1.3% |
| 6M | -4.0% | +9.6% | -13.7% | -5.4% |
| YTD | +10.6% | +14.2% | -3.6% | +8.3% |
| 1Y | +18.6% | +19.3% | -0.7% | +15.3% |
| 3Y | +78.7% | +106.7% | -28.0% | +58.8% |
| 5Y | +65.1% | +104.2% | -39.1% | +45.4% |
| All | +173.4% | +64.2% | +109.2% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling