+318.0%
SPYM vs AEP
+174.9%
+143.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -0.9% | +0.2% | -0.5% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +3.9% | -3.3% | +7.2% | +4.7% |
| 6M | +13.6% | -4.6% | +18.3% | +14.8% |
| YTD | +12.7% | +9.4% | +3.3% | +8.6% |
| 1Y | +17.6% | +16.9% | +0.7% | +10.5% |
| 3Y | +77.2% | +76.6% | +0.6% | +40.2% |
| 5Y | +84.1% | +66.2% | +17.9% | +48.1% |
| All | +318.0% | +174.9% | +143.2% | +211.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling