+10.8%
AEP vs SU
+88.1%
-77.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.2% |
| 7D | +0.8% | -7.1% | +7.9% | +1.2% |
| 30D | +7.9% | +4.8% | +3.2% | +7.5% |
| 3M | +1.5% | +12.5% | -11.0% | +0.4% |
| 6M | -2.6% | +6.5% | -9.0% | -3.1% |
| YTD | +14.7% | +65.8% | -51.1% | +6.9% |
| 1Y | +10.8% | +86.2% | -75.4% | +1.3% |
| All | +10.8% | +88.1% | -77.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling