+170.5%
AEP vs SPXS
-99.6%
+270.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.5% |
| 7D | -0.9% | +2.5% | -3.4% | -0.6% |
| 30D | -1.1% | +4.2% | -5.3% | -0.4% |
| 3M | -3.3% | -9.3% | +6.0% | -4.5% |
| 6M | -4.6% | -30.7% | +26.1% | -9.2% |
| YTD | +9.4% | -28.1% | +37.5% | +4.9% |
| 1Y | +16.9% | -35.1% | +52.0% | +10.7% |
| 3Y | +76.6% | -79.6% | +156.2% | +43.0% |
| 5Y | +66.2% | -86.3% | +152.5% | +34.0% |
| All | +170.5% | -99.6% | +270.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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