+175.8%
SLV vs AEP
+207.1%
-31.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.8% | +2.9% | -8.7% | -6.2% |
| 30D | -12.1% | +3.2% | -15.3% | -12.6% |
| 3M | -24.1% | +3.8% | -27.9% | -24.6% |
| 6M | -44.4% | +2.5% | -46.9% | -44.7% |
| YTD | -31.5% | +15.5% | -47.0% | -33.2% |
| 1Y | -6.9% | +9.6% | -16.5% | -8.6% |
| 3Y | +116.0% | +91.2% | +24.9% | +92.1% |
| 5Y | +88.4% | +88.2% | +0.2% | +69.2% |
| All | +175.8% | +207.1% | -31.3% | +129.8% |
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