+754.3%
AEP vs SPXS
-100.0%
+854.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +1.0% |
| 7D | +2.0% | -1.5% | +3.5% | +1.8% |
| 30D | +0.5% | +3.7% | -3.2% | +1.1% |
| 3M | -0.3% | -9.6% | +9.3% | -1.7% |
| 6M | -3.5% | -32.4% | +28.9% | -9.0% |
| YTD | +11.3% | -28.7% | +39.9% | +6.0% |
| 1Y | +20.2% | -38.1% | +58.3% | +12.1% |
| 3Y | +79.8% | -80.1% | +159.9% | +42.5% |
| 5Y | +65.6% | -85.9% | +151.5% | +32.2% |
| 10Y | +169.3% | -99.5% | +268.8% | +36.3% |
| All | +754.3% | -100.0% | +854.3% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling