+192.9%
SO vs AEP
+206.5%
-13.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | -0.9% | +2.5% | -3.4% | -3.0% |
| 30D | +4.9% | +3.4% | +1.6% | +2.0% |
| 3M | +0.8% | +4.2% | -3.4% | -2.7% |
| 6M | +0.6% | -0.8% | +1.4% | +1.0% |
| YTD | +8.7% | +15.2% | -6.6% | -4.1% |
| 1Y | +4.0% | +8.3% | -4.4% | -3.3% |
| 3Y | +50.6% | +84.2% | -33.6% | -13.4% |
| 5Y | +77.5% | +87.8% | -10.3% | -1.3% |
| All | +192.9% | +206.5% | -13.6% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling