+879.1%
AEP vs SBAC
+2,188.2%
-1,309.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | +2.5% | -2.7% | +5.2% | +2.8% |
| 30D | +3.4% | +3.3% | +0.1% | +2.9% |
| 3M | +4.2% | +3.3% | +0.9% | +3.7% |
| 6M | -0.8% | -10.9% | +10.1% | +0.2% |
| YTD | +15.2% | -1.0% | +16.2% | +14.7% |
| 1Y | +8.3% | -4.5% | +12.8% | +8.2% |
| 3Y | +84.2% | -8.7% | +92.9% | +84.5% |
| 5Y | +87.8% | -40.6% | +128.4% | +96.3% |
| 10Y | +204.4% | +109.4% | +95.0% | +181.1% |
| All | +879.1% | +2,188.2% | -1,309.1% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling