+858.7%
AEP vs SPYG
+561.6%
+297.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | +0.5% | -1.6% | +2.1% | +1.1% |
| 3M | -0.3% | +3.4% | -3.7% | -1.9% |
| 6M | -3.5% | +18.9% | -22.4% | -10.3% |
| YTD | +11.3% | +13.8% | -2.5% | +4.9% |
| 1Y | +20.2% | +20.6% | -0.4% | +10.6% |
| 3Y | +79.8% | +100.5% | -20.7% | +30.6% |
| 5Y | +65.6% | +84.6% | -19.0% | +22.1% |
| 10Y | +169.3% | +410.8% | -241.5% | +23.3% |
| All | +858.7% | +561.6% | +297.1% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling