+980.0%
SMCI vs AEP
+64.8%
+915.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.2% |
| 30D | +6.6% | -1.1% | +7.7% | +6.5% |
| 3M | +25.4% | -3.3% | +28.7% | +24.9% |
| 6M | +26.1% | -4.6% | +30.8% | +25.1% |
| YTD | +37.0% | +9.4% | +27.6% | +38.8% |
| 1Y | -8.8% | +16.9% | -25.7% | -6.4% |
| 3Y | +44.6% | +76.6% | -32.0% | +50.4% |
| All | +980.0% | +64.8% | +915.2% | +1,109.5% |
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