+67.6%
AEP vs SUI
-32.0%
+99.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +1.8% | -2.8% | +4.6% | +2.8% |
| 30D | -0.8% | -1.2% | +0.4% | -0.4% |
| 3M | -1.8% | -1.7% | -0.1% | -1.4% |
| 6M | -5.4% | -10.5% | +5.1% | -1.8% |
| YTD | +10.4% | -1.8% | +12.3% | +10.8% |
| 1Y | +18.2% | -4.1% | +22.2% | +19.3% |
| 3Y | +79.0% | +11.3% | +67.7% | +68.1% |
| All | +67.6% | -32.0% | +99.6% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling