+11.7%
SPGI vs AEP
+77.9%
-66.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -2.8% | +3.1% | +1.2% |
| 30D | +18.4% | +3.6% | +14.7% | +17.0% |
| 3M | +15.7% | +1.8% | +13.9% | +15.0% |
| 6M | +17.3% | -3.1% | +20.4% | +18.2% |
| YTD | -4.7% | +12.2% | -17.0% | -9.3% |
| 1Y | +1.8% | +9.1% | -7.3% | -2.1% |
| 3Y | +31.7% | +77.9% | -46.2% | +0.8% |
| All | +11.7% | +77.9% | -66.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling