+2,319.9%
AEP vs SYY
+4,321.8%
-2,001.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +3.8% | -7.1% | +10.9% | +5.5% |
| 6M | +2.5% | +6.8% | -4.3% | +0.4% |
| YTD | +15.5% | +7.7% | +7.8% | +12.0% |
| 1Y | +9.6% | +5.7% | +3.9% | +6.8% |
| 3Y | +91.2% | +24.6% | +66.6% | +77.1% |
| 5Y | +88.2% | +15.6% | +72.6% | +76.2% |
| 10Y | +205.1% | +87.9% | +117.2% | +133.4% |
| All | +2,319.9% | +4,321.8% | -2,001.9% | +851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling