+66.4%
AEP vs SPYG
+82.6%
-16.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.9% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -0.1% | -1.9% | +1.8% | +0.1% |
| 3M | -3.2% | +5.2% | -8.4% | -3.9% |
| 6M | -5.3% | +15.6% | -20.8% | -7.4% |
| YTD | +9.5% | +12.4% | -2.9% | +7.5% |
| 1Y | +17.5% | +17.5% | 0.0% | +14.4% |
| 3Y | +77.0% | +98.1% | -21.1% | +49.3% |
| 5Y | +66.4% | +84.9% | -18.5% | +34.1% |
| All | +66.4% | +82.6% | -16.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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