+827.3%
SLB vs AEP
+2,294.9%
-1,467.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -3.7% | -1.5% | -2.2% | -3.1% |
| 30D | +2.9% | +4.5% | -1.6% | +1.3% |
| 3M | +0.2% | +2.8% | -2.6% | -1.0% |
| 6M | -4.4% | -0.7% | -3.8% | -4.5% |
| YTD | +33.4% | +13.8% | +19.6% | +26.6% |
| 1Y | +40.8% | +9.0% | +31.8% | +35.6% |
| 3Y | +3.2% | +83.0% | -79.8% | -19.4% |
| 5Y | +64.8% | +83.3% | -18.5% | +26.6% |
| 10Y | -16.6% | +194.6% | -211.1% | -49.1% |
| All | +827.3% | +2,294.9% | -1,467.6% | +176.6% |
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