+76.6%
AEP vs SPMO
+155.8%
-79.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | -1.1% | -1.9% | +0.9% | -1.1% |
| 3M | -3.3% | -1.4% | -1.9% | -3.3% |
| 6M | -4.6% | +25.5% | -30.1% | -4.3% |
| YTD | +9.4% | +24.8% | -15.4% | +9.8% |
| 1Y | +16.9% | +24.5% | -7.6% | +17.3% |
| 3Y | +76.6% | +157.1% | -80.5% | +55.6% |
| All | +76.6% | +155.8% | -79.2% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling