-95.5%
SNDQ vs AEP
-5.6%
-89.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +8.9% | +9.2% |
| 7D | -20.4% | -1.0% | -19.4% | -19.4% |
| 30D | -54.5% | -0.1% | -54.4% | -55.3% |
| 3M | -79.1% | -3.2% | -75.9% | -78.4% |
| All | -95.5% | -5.6% | -89.9% | -95.4% |
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 · Available span rolling