+2,435.9%
SAP vs AEP
+1,369.0%
+1,066.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +1.5% | -1.6% | +3.0% | +2.0% |
| 30D | +8.8% | +4.1% | +4.7% | +7.4% |
| 3M | +12.1% | +4.1% | +8.0% | +10.5% |
| 6M | +34.6% | -1.0% | +35.6% | +34.4% |
| YTD | -2.1% | +13.4% | -15.5% | -6.8% |
| 1Y | -5.5% | +6.7% | -12.2% | -8.3% |
| 3Y | +67.4% | +81.3% | -13.8% | +34.4% |
| 5Y | +74.6% | +80.1% | -5.5% | +39.0% |
| 10Y | +224.0% | +200.9% | +23.1% | +111.2% |
| All | +2,435.9% | +1,369.0% | +1,066.9% | +1,259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling