+1,766.5%
AEP vs SPY
+3,056.6%
-1,290.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | +0.7% | -0.9% | +1.7% | +1.2% |
| 30D | +4.8% | -2.4% | +7.2% | +6.0% |
| 3M | +5.4% | -1.2% | +6.5% | +5.8% |
| 6M | +0.4% | +3.3% | -2.9% | -1.8% |
| YTD | +15.5% | +12.3% | +3.2% | +7.7% |
| 1Y | +8.5% | +12.4% | -3.9% | +1.1% |
| 3Y | +84.6% | +78.8% | +5.8% | +30.1% |
| 5Y | +86.9% | +75.2% | +11.7% | +31.6% |
| 10Y | +205.1% | +311.1% | -106.0% | +28.1% |
| All | +1,766.5% | +3,056.6% | -1,290.1% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling