+280.4%
SHW vs AEP
+174.9%
+105.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | -10.0% | -1.1% | -9.0% | -9.7% |
| 3M | +2.3% | -3.3% | +5.5% | +3.5% |
| 6M | +0.7% | -4.6% | +5.3% | +2.4% |
| YTD | +0.5% | +9.4% | -8.9% | -3.5% |
| 1Y | -11.5% | +16.9% | -28.4% | -17.6% |
| 3Y | +21.3% | +76.6% | -55.3% | -6.8% |
| 5Y | +12.5% | +66.2% | -53.7% | -11.5% |
| All | +280.4% | +174.9% | +105.5% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling