+1,523.8%
AEP vs SPG
+5,939.2%
-4,415.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.5% | +3.1% | -0.7% | +1.8% |
| 30D | +3.4% | +16.4% | -13.1% | +0.2% |
| 3M | +4.2% | +7.1% | -2.8% | +2.8% |
| 6M | -0.8% | +16.1% | -16.9% | -3.8% |
| YTD | +15.2% | +30.4% | -15.2% | +9.1% |
| 1Y | +8.3% | +33.0% | -24.7% | +2.1% |
| 3Y | +84.2% | +134.6% | -50.5% | +53.4% |
| 5Y | +87.8% | +84.9% | +2.9% | +62.0% |
| 10Y | +204.4% | +114.9% | +89.5% | +135.5% |
| All | +1,523.8% | +5,939.2% | -4,415.5% | +471.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling