SML vs. CML vs. CAL vs. Investor Utility vs. Efficient Frontier vs. SCL, etc

I know it’s a bit of an open ended question, but what are the major differences between the topics I listed in the subject. Even after reviewing the material a second time it seems as if they are all relatively similar and I am having a tough time discerning the differences. Thanks!

Oh boy.

You probably need to read PM all over again. Preferably from CFAI textbook.

I wrote an article about the first three:

I haven’t gotten my article on the efficient frontier finished yet. In a nutshell, it’s a curve plotted against the same axes as the CAL and CML lines (standard deviation of returns on the horizontal axis, expected return on the vertical axis); it gives all of the portfolios that have minimum risk (σ of returns) for a given level of expected return, and maximum expected return for a given level of risk.

Investor utility curves are plotted against the same axes as the efficient frontier (and the CAL and CML lines). Each curve passes through all the (risk, return) points that give the investor the same utility. Curves higher and to the left correspond to higher utility values, those lower and to the right to lower utility values.

The security characteristic line (SCL) is plotted against market excess return (MER) on the horizontal axis and security excess return (SER) on the vertical axis; the (least-squares, best fit) line through the (MER, SER) points, and its slope is the security’s beta. I discuss this (although I don’t use the term SCL) in my article on beta:

etc means other stuff. We won’t discuss that here.