+170.8%
AEP vs SBAC
+83.0%
+87.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | 0.0% |
| 7D | -1.0% | -5.3% | +4.3% | +0.9% |
| 30D | -0.1% | +0.4% | -0.5% | -0.3% |
| 3M | -3.2% | -11.9% | +8.7% | +0.8% |
| 6M | -5.3% | -4.5% | -0.8% | -5.3% |
| YTD | +9.5% | -4.3% | +13.9% | +9.2% |
| 1Y | +17.5% | -3.9% | +21.4% | +16.6% |
| 3Y | +77.0% | -11.0% | +88.0% | +78.0% |
| 5Y | +66.4% | -44.1% | +110.5% | +96.6% |
| All | +170.8% | +83.0% | +87.8% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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