+216.5%
SLV vs AEP
+175.2%
+41.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.2% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | -0.3% | -3.2% | +2.9% | +0.1% |
| 6M | -28.2% | -5.3% | -22.9% | -27.7% |
| YTD | -10.7% | +9.5% | -20.3% | -12.3% |
| 1Y | +53.7% | +17.5% | +36.2% | +49.3% |
| 3Y | +173.7% | +77.0% | +96.7% | +145.8% |
| 5Y | +161.5% | +66.4% | +95.1% | +137.9% |
| All | +216.5% | +175.2% | +41.3% | +173.5% |
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 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