+248.5%
SLV vs AEP
+754.4%
-505.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | +5.6% | -1.5% | +7.2% | +5.9% |
| 30D | -12.1% | +4.5% | -16.6% | -12.9% |
| 3M | -16.3% | +2.8% | -19.1% | -16.8% |
| 6M | -34.1% | -0.7% | -33.4% | -34.2% |
| YTD | -25.3% | +13.8% | -39.1% | -27.3% |
| 1Y | +9.6% | +9.0% | +0.6% | +7.5% |
| 3Y | +132.7% | +83.0% | +49.7% | +106.0% |
| 5Y | +113.7% | +83.3% | +30.4% | +88.8% |
| 10Y | +175.9% | +194.6% | -18.7% | +119.0% |
| All | +248.5% | +754.4% | -505.8% | +113.9% |
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