+70.8%
SAP vs AEP
+77.9%
-7.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -0.7% | -2.8% | +2.2% | -0.3% |
| 30D | +11.1% | +3.6% | +7.5% | +10.5% |
| 3M | +17.0% | +1.8% | +15.3% | +16.7% |
| 6M | +34.8% | -3.1% | +38.0% | +35.3% |
| YTD | -2.2% | +12.2% | -14.5% | -4.8% |
| 1Y | -6.4% | +9.1% | -15.6% | -8.5% |
| 3Y | +75.1% | +77.9% | -2.8% | +49.9% |
| All | +70.8% | +77.9% | -7.1% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling