+42.0%
SOFI vs AEP
+83.8%
-41.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.8% |
| 7D | -2.9% | +0.9% | -3.7% | -2.9% |
| 30D | -4.4% | +1.5% | -5.8% | -4.4% |
| 3M | +5.2% | -1.7% | +6.9% | +5.2% |
| 6M | -7.8% | -4.0% | -3.7% | -7.7% |
| YTD | -33.8% | +10.6% | -44.4% | -34.2% |
| 1Y | -33.3% | +18.6% | -51.9% | -33.8% |
| 3Y | +102.7% | +78.7% | +24.0% | +90.0% |
| 5Y | +10.5% | +65.1% | -54.6% | +12.2% |
| All | +42.0% | +83.8% | -41.7% | +66.9% |
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