+2,217.8%
AEP vs SU
+61,771.6%
-59,553.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | +0.9% | +1.6% | -0.7% | +0.9% |
| 30D | +1.5% | +10.7% | -9.2% | +1.5% |
| 3M | -1.7% | +13.5% | -15.2% | -1.7% |
| 6M | -4.0% | +21.8% | -25.9% | -4.1% |
| YTD | +10.6% | +58.8% | -48.2% | +10.6% |
| 1Y | +18.6% | +72.0% | -53.4% | +18.6% |
| 3Y | +78.7% | +121.7% | -43.0% | +78.6% |
| 5Y | +65.1% | +350.4% | -285.3% | +64.9% |
| 10Y | +177.7% | +264.7% | -86.9% | +177.4% |
| All | +2,217.8% | +61,771.6% | -59,553.8% | +2,234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling