+1.5%
SMR vs AEP
+60.7%
-59.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.5% |
| 7D | +4.7% | -1.0% | +5.7% | +4.8% |
| 30D | +3.2% | -0.1% | +3.3% | +3.2% |
| 3M | +9.9% | -3.2% | +13.1% | +10.0% |
| 6M | -15.1% | -5.3% | -9.8% | -15.0% |
| YTD | -27.9% | +9.5% | -37.5% | -29.8% |
| 1Y | -70.2% | +17.5% | -87.7% | -71.4% |
| 3Y | +72.5% | +77.0% | -4.5% | +34.4% |
| All | +1.5% | +60.7% | -59.2% | -16.9% |
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 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