+311.2%
SPY vs AEP
+175.2%
+136.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | +4.7% | -3.2% | +7.9% | +5.6% |
| 6M | +12.5% | -5.3% | +17.8% | +13.9% |
| YTD | +11.7% | +9.5% | +2.2% | +7.7% |
| 1Y | +17.5% | +17.5% | 0.0% | +10.4% |
| 3Y | +76.6% | +77.0% | -0.4% | +40.1% |
| 5Y | +82.0% | +66.4% | +15.6% | +46.9% |
| All | +311.2% | +175.2% | +136.0% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling