+1,269.2%
SMH vs AEP
+1,000.4%
+268.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.9% |
| 7D | +5.2% | +2.0% | +3.2% | +4.6% |
| 30D | -1.5% | +0.5% | -2.1% | -1.7% |
| 3M | -4.1% | -0.3% | -3.8% | -4.3% |
| 6M | +50.8% | -3.5% | +54.2% | +51.6% |
| YTD | +59.3% | +11.3% | +48.0% | +52.7% |
| 1Y | +94.1% | +20.2% | +73.9% | +81.0% |
| 3Y | +286.7% | +79.8% | +207.0% | +205.4% |
| 5Y | +339.4% | +65.6% | +273.9% | +253.6% |
| 10Y | +1,803.3% | +169.3% | +1,634.0% | +1,144.4% |
| All | +1,269.2% | +1,000.4% | +268.9% | +440.4% |
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