+218.6%
AEP vs SPMO
+575.0%
-356.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.9% | +2.7% | -1.8% | +0.1% |
| 30D | +1.5% | +1.1% | +0.4% | +1.1% |
| 3M | -1.7% | +2.0% | -3.7% | -2.9% |
| 6M | -4.0% | +26.5% | -30.6% | -11.8% |
| YTD | +10.6% | +26.5% | -15.9% | +1.5% |
| 1Y | +18.6% | +27.9% | -9.3% | +8.3% |
| 3Y | +78.7% | +160.4% | -81.7% | +20.6% |
| 5Y | +65.1% | +151.5% | -86.4% | +11.9% |
| 10Y | +177.7% | +526.3% | -348.6% | +39.2% |
| All | +218.6% | +575.0% | -356.4% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling