+311.0%
SPYM vs AEP
+207.1%
+103.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +2.9% | -0.3% | +1.7% |
| 30D | -2.0% | +3.2% | -5.2% | -3.0% |
| 3M | -2.8% | +3.8% | -6.6% | -4.0% |
| 6M | +2.2% | +2.5% | -0.3% | +1.0% |
| YTD | +11.5% | +15.5% | -3.9% | +5.6% |
| 1Y | +13.5% | +9.6% | +3.9% | +9.3% |
| 3Y | +78.0% | +91.2% | -13.1% | +36.9% |
| 5Y | +73.1% | +88.2% | -15.1% | +32.7% |
| All | +311.0% | +207.1% | +103.8% | +198.0% |
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