+170.5%
AEP vs SRE
+122.3%
+48.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | -1.1% | -3.0% | +1.9% | +0.4% |
| 3M | -3.3% | -8.3% | +5.0% | +1.0% |
| 6M | -4.6% | -8.9% | +4.3% | -0.1% |
| YTD | +9.4% | -4.3% | +13.7% | +11.7% |
| 1Y | +16.9% | +2.7% | +14.2% | +14.9% |
| 3Y | +76.6% | +28.7% | +48.0% | +47.6% |
| 5Y | +66.2% | +47.1% | +19.0% | +29.8% |
| All | +170.5% | +122.3% | +48.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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