+7.0%
SHW vs AEP
+10.7%
-3.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.8% |
| 7D | +13.3% | +0.8% | +12.5% | +13.0% |
| 30D | +14.1% | +7.9% | +6.2% | +11.0% |
| 3M | +0.8% | +1.5% | -0.7% | +0.2% |
| 6M | +17.6% | -2.6% | +20.2% | +18.3% |
| YTD | +13.0% | +14.7% | -1.7% | +7.1% |
| 1Y | +7.0% | +10.8% | -3.8% | +2.1% |
| All | +7.0% | +10.7% | -3.7% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling