+203.2%
AEP vs STLA
+12.4%
+190.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.6% |
| 7D | -0.8% | -4.9% | +4.1% | -0.5% |
| 30D | +4.9% | -4.9% | +9.8% | +5.1% |
| 3M | +4.9% | -23.7% | +28.5% | +6.5% |
| 6M | -0.3% | -45.0% | +44.7% | +3.3% |
| YTD | +14.3% | -60.9% | +75.2% | +20.7% |
| 1Y | +7.5% | -58.9% | +66.4% | +13.0% |
| 3Y | +82.6% | -74.4% | +157.1% | +97.4% |
| 5Y | +81.5% | -71.5% | +153.0% | +91.1% |
| 10Y | +203.2% | +5.3% | +197.9% | +165.4% |
| All | +203.2% | +12.4% | +190.8% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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