+2.2%
SPGI vs AEP
+8.1%
-5.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.6% | -1.6% | +3.1% | +1.5% |
| 30D | +16.1% | +4.1% | +12.0% | +16.3% |
| 3M | +15.5% | +4.1% | +11.4% | +15.8% |
| 6M | +19.6% | -1.0% | +20.7% | +19.5% |
| YTD | -3.6% | +13.4% | -17.0% | +2.1% |
| 1Y | +2.2% | +6.7% | -4.5% | +7.9% |
| All | +2.2% | +8.1% | -5.9% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling