+76.1%
SO vs AEP
+81.5%
-5.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.1% | -1.6% | +1.4% | +1.0% |
| 30D | +8.7% | +4.1% | +4.6% | +5.5% |
| 3M | +3.4% | +4.1% | -0.7% | +0.3% |
| 6M | +3.7% | -1.0% | +4.7% | +4.3% |
| YTD | +10.0% | +13.4% | -3.4% | -0.1% |
| 1Y | +6.6% | +6.7% | -0.1% | +1.3% |
| 3Y | +52.5% | +81.3% | -28.8% | -5.0% |
| 5Y | +76.1% | +80.1% | -4.0% | +8.7% |
| All | +76.1% | +81.5% | -5.4% | +8.7% |
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