+82.3%
SPYM vs AEP
+64.9%
+17.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.4% | +0.9% | -1.2% | -0.5% |
| 30D | -1.4% | +1.5% | -2.9% | -1.7% |
| 3M | +3.7% | -1.7% | +5.4% | +3.9% |
| 6M | +13.0% | -4.0% | +17.1% | +13.7% |
| YTD | +12.5% | +10.6% | +1.9% | +9.2% |
| 1Y | +18.6% | +18.6% | 0.0% | +13.0% |
| 3Y | +78.0% | +78.7% | -0.7% | +46.4% |
| 5Y | +82.3% | +65.1% | +17.2% | +55.2% |
| All | +82.3% | +64.9% | +17.4% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling