+94.6%
SOFI vs AEP
+76.7%
+17.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -3.5% | -1.1% | -2.4% | -3.5% |
| 3M | +3.9% | -3.3% | +7.2% | +3.9% |
| 6M | -6.5% | -4.6% | -1.9% | -6.4% |
| YTD | -33.8% | +9.4% | -43.3% | -34.8% |
| 1Y | -33.3% | +16.9% | -50.2% | -34.5% |
| 3Y | +94.6% | +76.6% | +18.0% | +46.8% |
| All | +94.6% | +76.7% | +17.9% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling