+220.5%
AEP vs SPMO
+575.8%
-355.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +2.0% | +3.4% | -1.4% | +1.0% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | -0.3% | +1.9% | -2.2% | -1.5% |
| 6M | -3.5% | +27.8% | -31.3% | -11.6% |
| YTD | +11.3% | +26.7% | -15.4% | +2.1% |
| 1Y | +20.2% | +28.9% | -8.7% | +9.5% |
| 3Y | +79.8% | +160.7% | -80.9% | +21.3% |
| 5Y | +65.6% | +150.2% | -84.6% | +12.5% |
| 10Y | +169.3% | +517.5% | -348.2% | +35.1% |
| All | +220.5% | +575.8% | -355.3% | +58.2% |
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