+818.8%
SLB vs AEP
+2,261.3%
-1,442.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -7.1% | -2.8% | -4.3% | -6.1% |
| 30D | +4.1% | +3.6% | +0.4% | +2.7% |
| 3M | -2.6% | +1.8% | -4.4% | -3.4% |
| 6M | -8.6% | -3.1% | -5.4% | -7.8% |
| YTD | +32.2% | +12.2% | +20.0% | +26.1% |
| 1Y | +40.7% | +9.1% | +31.5% | +35.4% |
| 3Y | -4.5% | +77.9% | -82.4% | -24.6% |
| 5Y | +66.4% | +78.1% | -11.7% | +29.1% |
| 10Y | -15.1% | +187.8% | -202.9% | -47.7% |
| All | +818.8% | +2,261.3% | -1,442.5% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling