+775.8%
AEP vs SPXU
-100.0%
+875.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.4% |
| 7D | +2.9% | -7.6% | +10.4% | +1.6% |
| 30D | +3.2% | +5.3% | -2.1% | +4.3% |
| 3M | +3.8% | +9.6% | -5.8% | +5.8% |
| 6M | +2.5% | -4.5% | +7.0% | +2.3% |
| YTD | +15.5% | -25.9% | +41.3% | +11.0% |
| 1Y | +9.6% | -28.9% | +38.5% | +4.8% |
| 3Y | +91.2% | -80.5% | +171.6% | +50.5% |
| 5Y | +88.2% | -83.4% | +171.6% | +54.7% |
| 10Y | +205.1% | -99.5% | +304.6% | +52.3% |
| All | +775.8% | -100.0% | +875.8% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling