+56.8%
SAP vs AEP
+68.7%
-11.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -0.3% | +2.0% | -2.3% | -0.5% |
| 30D | +2.6% | +0.5% | +2.1% | +2.5% |
| 3M | +16.3% | -0.3% | +16.6% | +16.2% |
| 6M | +6.4% | -3.5% | +9.9% | +6.7% |
| YTD | -11.4% | +11.3% | -22.7% | -13.7% |
| 1Y | -20.4% | +20.2% | -40.6% | -24.0% |
| 3Y | +56.5% | +79.8% | -23.3% | +33.1% |
| 5Y | +56.8% | +65.6% | -8.8% | +35.2% |
| All | +56.8% | +68.7% | -11.9% | +35.2% |
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