+838.4%
AEP vs SBAC
+2,208.1%
-1,369.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | -0.8% | +6.9% | -7.7% | -1.6% |
| 3M | -1.8% | -8.2% | +6.4% | -1.0% |
| 6M | -5.4% | -1.6% | -3.7% | -5.6% |
| YTD | +10.4% | -0.1% | +10.6% | +9.9% |
| 1Y | +18.2% | -0.5% | +18.6% | +17.6% |
| 3Y | +79.0% | -9.1% | +88.0% | +79.4% |
| 5Y | +64.8% | -43.8% | +108.6% | +73.4% |
| 10Y | +170.8% | +80.5% | +90.3% | +153.7% |
| All | +838.4% | +2,208.1% | -1,369.7% | +434.3% |
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