+296.4%
SPGI vs AEP
+170.1%
+126.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | +2.0% | +1.5% | +0.5% | +1.4% |
| 3M | +4.3% | -1.7% | +6.0% | +4.8% |
| 6M | -0.2% | -4.0% | +3.8% | +0.9% |
| YTD | -14.8% | +10.6% | -25.4% | -18.8% |
| 1Y | -18.5% | +18.6% | -37.2% | -24.9% |
| 3Y | +16.0% | +78.7% | -62.7% | -11.6% |
| 5Y | +2.2% | +65.1% | -62.9% | -19.7% |
| 10Y | +296.4% | +177.7% | +118.7% | +183.8% |
| All | +296.4% | +170.1% | +126.3% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling