+2,432.7%
SAP vs AEP
+1,353.9%
+1,078.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -0.7% | -2.8% | +2.2% | +0.2% |
| 30D | +11.1% | +3.6% | +7.5% | +9.8% |
| 3M | +17.0% | +1.8% | +15.3% | +16.2% |
| 6M | +34.8% | -3.1% | +38.0% | +35.6% |
| YTD | -2.2% | +12.2% | -14.5% | -6.6% |
| 1Y | -6.4% | +9.1% | -15.6% | -9.9% |
| 3Y | +75.1% | +77.9% | -2.8% | +41.4% |
| 5Y | +69.8% | +78.1% | -8.3% | +35.7% |
| 10Y | +219.8% | +187.8% | +32.0% | +111.6% |
| All | +2,432.7% | +1,353.9% | +1,078.8% | +1,262.1% |
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