+86.2%
AEP vs SYY
+15.0%
+71.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +3.2% | -4.8% | +8.0% | +4.4% |
| 3M | +3.8% | -7.1% | +10.9% | +5.7% |
| 6M | +2.5% | +6.8% | -4.3% | +0.1% |
| YTD | +15.5% | +7.7% | +7.8% | +11.2% |
| 1Y | +9.6% | +5.7% | +3.9% | +6.2% |
| 3Y | +91.2% | +24.6% | +66.6% | +73.3% |
| All | +86.2% | +15.0% | +71.2% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling