+251.0%
SPOT vs AEP
+145.7%
+105.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -6.5% | +0.9% | -7.4% | -6.5% |
| 30D | +2.2% | +1.5% | +0.7% | +2.1% |
| 3M | +5.4% | -1.7% | +7.1% | +5.4% |
| 6M | -4.0% | -4.0% | 0.0% | -3.9% |
| YTD | -9.9% | +10.6% | -20.5% | -10.5% |
| 1Y | -27.3% | +18.6% | -45.9% | -27.9% |
| 3Y | +236.4% | +78.7% | +157.7% | +222.4% |
| 5Y | +112.6% | +65.1% | +47.5% | +106.4% |
| All | +251.0% | +145.7% | +105.3% | +251.8% |
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 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