+110.6%
SPOT vs AEP
+63.6%
+47.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.2% |
| 7D | -6.9% | -1.0% | -5.9% | -6.8% |
| 30D | +4.1% | -0.1% | +4.2% | +4.1% |
| 3M | +3.7% | -3.2% | +6.9% | +3.8% |
| 6M | -1.6% | -5.3% | +3.7% | -1.5% |
| YTD | -10.2% | +9.5% | -19.7% | -10.8% |
| 1Y | -25.9% | +17.5% | -43.4% | -26.8% |
| 3Y | +235.6% | +77.0% | +158.6% | +210.5% |
| 5Y | +110.6% | +66.4% | +44.2% | +100.9% |
| All | +110.6% | +63.6% | +47.0% | +100.9% |
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 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