+162.0%
SO vs AEP
+170.1%
-8.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | 0.0% | +0.9% | -0.9% | -0.7% |
| 30D | -2.5% | +1.5% | -4.0% | -3.7% |
| 3M | -4.2% | -1.7% | -2.5% | -2.9% |
| 6M | -7.7% | -4.0% | -3.6% | -4.7% |
| YTD | +3.8% | +10.6% | -6.8% | -5.2% |
| 1Y | +0.1% | +18.6% | -18.6% | -14.3% |
| 3Y | +44.2% | +78.7% | -34.5% | -15.1% |
| 5Y | +57.9% | +65.1% | -7.2% | -1.4% |
| 10Y | +162.0% | +177.7% | -15.8% | +6.2% |
| All | +162.0% | +170.1% | -8.1% | +6.2% |
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