-6.0%
SAP vs AEP
+8.3%
-14.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -3.9% | +2.5% | -6.4% | -3.4% |
| 30D | +6.5% | +3.4% | +3.1% | +7.2% |
| 3M | +14.7% | +4.2% | +10.4% | +15.5% |
| 6M | +39.9% | -0.8% | +40.7% | +39.9% |
| YTD | -2.0% | +15.2% | -17.2% | +3.2% |
| 1Y | -6.0% | +8.3% | -14.3% | -1.4% |
| All | -6.0% | +8.3% | -14.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling