-14.4%
SLB vs AEP
+206.5%
-220.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.6% | +2.5% | +0.1% | +2.1% |
| 30D | +4.4% | +3.4% | +1.0% | +3.7% |
| 3M | -2.7% | +4.2% | -6.9% | -3.6% |
| 6M | -7.5% | -0.8% | -6.7% | -7.5% |
| YTD | +34.8% | +15.2% | +19.6% | +30.8% |
| 1Y | +44.6% | +8.3% | +36.3% | +41.9% |
| 3Y | +3.2% | +84.2% | -81.0% | -10.7% |
| 5Y | +73.6% | +87.8% | -14.3% | +48.8% |
| All | -14.4% | +206.5% | -220.8% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling