+170.8%
AEP vs SPY
+318.9%
-148.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.1% |
| 30D | -0.1% | -1.7% | +1.6% | +0.6% |
| 3M | -3.2% | +4.7% | -7.9% | -5.3% |
| 6M | -5.3% | +12.5% | -17.8% | -10.3% |
| YTD | +9.5% | +11.7% | -2.2% | +3.9% |
| 1Y | +17.5% | +17.5% | 0.0% | +8.9% |
| 3Y | +77.0% | +76.6% | +0.4% | +31.8% |
| 5Y | +66.4% | +82.0% | -15.6% | +20.1% |
| All | +170.8% | +318.9% | -148.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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