+58.7%
SO vs AEP
+68.7%
-10.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | +1.0% | +2.0% | -1.0% | -0.4% |
| 30D | -3.2% | +0.5% | -3.7% | -3.6% |
| 3M | -1.7% | -0.3% | -1.4% | -1.5% |
| 6M | -7.2% | -3.5% | -3.7% | -4.9% |
| YTD | +4.6% | +11.3% | -6.7% | -3.7% |
| 1Y | +1.2% | +20.2% | -19.0% | -12.4% |
| 3Y | +45.3% | +79.8% | -34.5% | -8.8% |
| 5Y | +58.7% | +65.6% | -6.8% | +5.1% |
| All | +58.7% | +68.7% | -10.0% | +5.1% |
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 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