+120.1%
SPOT vs AEP
+87.7%
+32.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +1.6% | +2.9% | -1.3% | +1.4% |
| 30D | +16.9% | +3.2% | +13.7% | +16.7% |
| 3M | +23.0% | +3.8% | +19.1% | +22.7% |
| 6M | +42.2% | +2.5% | +39.7% | +41.9% |
| YTD | +5.5% | +15.5% | -10.0% | +4.4% |
| 1Y | -5.1% | +9.6% | -14.7% | -5.6% |
| 3Y | +257.9% | +91.2% | +166.8% | +226.4% |
| All | +120.1% | +87.7% | +32.4% | +104.7% |
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