-3.6%
SMR vs AEP
+62.0%
-65.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.4% | +1.8% | +2.6% | +4.3% |
| 30D | +3.4% | -0.8% | +4.2% | +3.5% |
| 3M | -19.2% | -1.8% | -17.3% | -19.2% |
| 6M | -22.6% | -5.4% | -17.3% | -22.5% |
| YTD | -31.5% | +10.4% | -42.0% | -33.4% |
| 1Y | -73.1% | +18.2% | -91.2% | -74.2% |
| 3Y | +55.0% | +79.0% | -24.0% | +20.5% |
| All | -3.6% | +62.0% | -65.6% | -21.1% |
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 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