+11.6%
SHW vs AEP
+65.2%
-53.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -3.2% | +0.9% | -4.1% | -3.5% |
| 30D | -11.4% | +1.5% | -12.9% | -12.0% |
| 3M | +3.5% | -1.7% | +5.2% | +4.0% |
| 6M | -3.4% | -4.0% | +0.7% | -2.0% |
| YTD | -0.3% | +10.6% | -10.9% | -4.6% |
| 1Y | -10.4% | +18.6% | -29.1% | -17.0% |
| 3Y | +21.3% | +78.7% | -57.4% | -8.6% |
| All | +11.6% | +65.2% | -53.6% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling