-0.3%
SPOT vs AEP
+10.7%
-11.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.6% |
| 7D | +16.6% | +0.8% | +15.8% | +16.6% |
| 30D | +29.9% | +7.9% | +22.0% | +31.5% |
| 3M | +31.3% | +1.5% | +29.8% | +31.4% |
| 6M | +43.2% | -2.6% | +45.8% | +42.1% |
| YTD | +8.1% | +14.7% | -6.6% | +13.2% |
| 1Y | -0.3% | +10.8% | -11.1% | +7.8% |
| All | -0.3% | +10.7% | -11.0% | +7.8% |
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 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