+170.5%
AEP vs SYY
+116.5%
+54.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -0.9% | +3.9% | -4.9% | -1.8% |
| 30D | -1.1% | -1.7% | +0.7% | -0.7% |
| 3M | -3.3% | +5.2% | -8.5% | -4.5% |
| 6M | -4.6% | -0.2% | -4.4% | -5.1% |
| YTD | +9.4% | +15.4% | -6.0% | +5.0% |
| 1Y | +16.9% | +5.6% | +11.3% | +14.5% |
| 3Y | +76.6% | +28.9% | +47.8% | +64.2% |
| 5Y | +66.2% | +24.1% | +42.1% | +54.8% |
| All | +170.5% | +116.5% | +54.0% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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