+164.7%
SLV vs AEP
+196.9%
-32.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | +3.7% | -0.8% | +4.5% | +3.8% |
| 30D | -15.2% | +4.9% | -20.0% | -15.8% |
| 3M | -21.8% | +4.9% | -26.6% | -22.4% |
| 6M | -36.3% | -0.3% | -36.1% | -36.5% |
| YTD | -27.8% | +14.3% | -42.1% | -29.6% |
| 1Y | +1.5% | +7.5% | -6.0% | 0.0% |
| 3Y | +128.5% | +82.6% | +45.9% | +104.6% |
| 5Y | +103.2% | +81.5% | +21.8% | +83.1% |
| 10Y | +164.7% | +203.2% | -38.5% | +119.0% |
| All | +164.7% | +196.9% | -32.2% | +119.0% |
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