+6,358.4%
SO vs AEP
+2,303.9%
+4,054.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -0.1% | -0.8% | +0.7% | +0.4% |
| 30D | +8.7% | +4.9% | +3.8% | +5.6% |
| 3M | +3.4% | +4.9% | -1.5% | +0.5% |
| 6M | +3.7% | -0.3% | +4.0% | +3.8% |
| YTD | +10.0% | +14.3% | -4.2% | +1.4% |
| 1Y | +6.6% | +7.5% | -0.9% | +1.9% |
| 3Y | +52.5% | +82.6% | -30.2% | +5.0% |
| 5Y | +76.1% | +81.5% | -5.4% | +22.0% |
| 10Y | +194.9% | +203.2% | -8.3% | +57.2% |
| All | +6,358.4% | +2,303.9% | +4,054.5% | +906.2% |
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 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 · 6 months rolling