+5,976.4%
SO vs AEP
+2,223.4%
+3,753.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | -0.2% | +1.8% | -1.9% | -1.2% |
| 30D | -4.6% | -0.8% | -3.8% | -4.1% |
| 3M | -3.0% | -1.8% | -1.2% | -2.0% |
| 6M | -8.3% | -5.4% | -2.9% | -5.2% |
| YTD | +3.5% | +10.4% | -6.9% | -2.7% |
| 1Y | -0.9% | +18.2% | -19.1% | -10.8% |
| 3Y | +45.4% | +79.0% | -33.6% | +1.3% |
| 5Y | +59.6% | +64.8% | -5.2% | +17.0% |
| 10Y | +156.6% | +170.8% | -14.2% | +45.7% |
| All | +5,976.4% | +2,223.4% | +3,753.0% | +866.2% |
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