+65.1%
AEP vs SPXU
-85.9%
+150.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | +0.9% | +1.3% | -0.4% | +1.0% |
| 30D | +1.5% | +5.1% | -3.6% | +2.0% |
| 3M | -1.7% | -9.1% | +7.5% | -2.5% |
| 6M | -4.0% | -29.6% | +25.5% | -7.1% |
| YTD | +10.6% | -27.7% | +38.3% | +7.4% |
| 1Y | +18.6% | -37.0% | +55.6% | +13.7% |
| 3Y | +78.7% | -80.2% | +158.9% | +49.6% |
| 5Y | +65.1% | -86.0% | +151.1% | +33.7% |
| All | +65.1% | -85.9% | +150.9% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling