+14,784.9%
SPGI vs AEP
+2,285.7%
+12,499.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.6% | -1.6% | +3.1% | +2.2% |
| 30D | +16.1% | +4.1% | +12.0% | +14.3% |
| 3M | +15.5% | +4.1% | +11.4% | +13.6% |
| 6M | +19.6% | -1.0% | +20.7% | +19.7% |
| YTD | -3.6% | +13.4% | -17.0% | -8.8% |
| 1Y | +2.2% | +6.7% | -4.5% | -1.1% |
| 3Y | +30.1% | +81.3% | -51.2% | +1.4% |
| 5Y | +14.9% | +80.1% | -65.2% | -10.7% |
| 10Y | +334.0% | +200.9% | +133.1% | +173.2% |
| All | +14,784.9% | +2,285.7% | +12,499.1% | +4,730.2% |
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