+2,233.8%
SAP vs AEP
+1,330.6%
+903.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | +9.0% | -0.8% | +9.8% | +9.2% |
| 3M | +14.9% | -1.8% | +16.8% | +15.3% |
| 6M | +11.9% | -5.4% | +17.3% | +13.3% |
| YTD | -9.9% | +10.4% | -20.4% | -13.4% |
| 1Y | -19.5% | +18.2% | -37.7% | -24.6% |
| 3Y | +61.8% | +79.0% | -17.2% | +30.3% |
| 5Y | +56.2% | +64.8% | -8.7% | +28.0% |
| 10Y | +180.6% | +170.8% | +9.8% | +89.4% |
| All | +2,233.8% | +1,330.6% | +903.2% | +1,162.4% |
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 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