+1,487.2%
AEP vs SUI
+4,109.4%
-2,622.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -2.8% | +6.2% | -9.0% | -4.7% |
| 30D | +3.6% | +8.6% | -4.9% | +0.9% |
| 3M | +1.8% | +1.0% | +0.8% | +1.2% |
| 6M | -3.1% | -2.6% | -0.5% | -2.7% |
| YTD | +12.2% | -0.1% | +12.4% | +11.8% |
| 1Y | +9.1% | +0.5% | +8.7% | +8.5% |
| 3Y | +77.9% | +15.3% | +62.7% | +67.6% |
| 5Y | +78.1% | -26.1% | +104.2% | +89.1% |
| 10Y | +187.8% | +117.8% | +70.0% | +121.7% |
| All | +1,487.2% | +4,109.4% | -2,622.3% | +543.1% |
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