+13.5%
SPY vs AEP
+8.9%
+4.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | +2.9% | -0.3% | +2.6% |
| 30D | -2.0% | +3.2% | -5.2% | -1.9% |
| 3M | -2.8% | +3.8% | -6.6% | -2.7% |
| 6M | +2.1% | +2.5% | -0.4% | +2.0% |
| YTD | +11.5% | +15.5% | -4.0% | +11.8% |
| 1Y | +13.5% | +9.6% | +3.9% | +14.1% |
| All | +13.5% | +8.9% | +4.5% | +14.1% |
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