+1,461.7%
AEP vs SUI
+4,037.5%
-2,575.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +1.8% | -2.8% | +4.6% | +2.7% |
| 30D | -0.8% | -1.2% | +0.4% | -0.5% |
| 3M | -1.8% | -1.7% | -0.1% | -1.4% |
| 6M | -5.4% | -10.5% | +5.1% | -2.3% |
| YTD | +10.4% | -1.8% | +12.3% | +10.8% |
| 1Y | +18.2% | -4.1% | +22.2% | +19.1% |
| 3Y | +79.0% | +11.3% | +67.7% | +70.5% |
| 5Y | +64.8% | -32.1% | +96.9% | +79.7% |
| 10Y | +170.8% | +110.4% | +60.4% | +111.1% |
| All | +1,461.7% | +4,037.5% | -2,575.8% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling