+170.5%
AEP vs SU
+267.2%
-96.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.9% | +2.2% | -3.2% | -1.1% |
| 30D | -1.1% | +8.4% | -9.5% | -1.7% |
| 3M | -3.3% | +12.1% | -15.4% | -4.2% |
| 6M | -4.6% | +19.7% | -24.3% | -6.0% |
| YTD | +9.4% | +58.4% | -49.0% | +5.7% |
| 1Y | +16.9% | +67.2% | -50.3% | +12.4% |
| 3Y | +76.6% | +125.0% | -48.4% | +65.3% |
| 5Y | +66.2% | +355.1% | -288.9% | +48.2% |
| All | +170.5% | +267.2% | -96.7% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling