-2.6%
SLB vs AEP
+170.1%
-172.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -1.9% | +0.9% | -2.7% | -2.0% |
| 30D | +7.8% | +1.5% | +6.3% | +7.4% |
| 3M | +2.7% | -1.7% | +4.4% | +3.0% |
| 6M | +22.2% | -4.0% | +26.2% | +23.0% |
| YTD | +51.1% | +10.6% | +40.5% | +47.8% |
| 1Y | +63.3% | +18.6% | +44.7% | +57.3% |
| 3Y | +2.4% | +78.7% | -76.3% | -10.8% |
| 5Y | +139.3% | +65.1% | +74.3% | +111.1% |
| 10Y | -2.6% | +177.7% | -180.3% | -13.0% |
| All | -2.6% | +170.1% | -172.7% | -13.0% |
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