-75.5%
SMR vs AEP
+17.4%
-92.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.1% | -15.6% | -15.7% |
| 7D | -11.2% | -0.9% | -10.3% | -11.6% |
| 30D | -10.2% | -1.1% | -9.2% | -10.6% |
| 3M | -10.0% | -3.3% | -6.8% | -11.2% |
| 6M | -30.5% | -4.6% | -25.8% | -32.3% |
| YTD | -39.2% | +9.4% | -48.6% | -41.0% |
| 1Y | -75.5% | +16.9% | -92.5% | -73.9% |
| All | -75.5% | +17.4% | -92.9% | -73.9% |
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