+66.1%
AEP vs SBAC
-44.4%
+110.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +0.5% | +3.2% | -2.7% | -0.5% |
| 3M | -0.3% | -5.1% | +4.7% | +1.0% |
| 6M | -3.5% | -2.1% | -1.4% | -4.0% |
| YTD | +11.3% | -0.5% | +11.8% | +9.8% |
| 1Y | +20.2% | +1.1% | +19.1% | +17.7% |
| 3Y | +79.8% | -7.4% | +87.2% | +79.6% |
| All | +66.1% | -44.4% | +110.5% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling