+79.8%
AEP vs STLA
-65.4%
+145.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.8% |
| 7D | +2.0% | +0.7% | +1.3% | +2.0% |
| 30D | +0.5% | -2.4% | +2.9% | +0.5% |
| 3M | -0.3% | -23.9% | +23.6% | 0.0% |
| 6M | -3.5% | -24.6% | +21.1% | -3.3% |
| YTD | +11.3% | -50.5% | +61.8% | +12.1% |
| 1Y | +20.2% | -39.8% | +60.1% | +20.5% |
| 3Y | +79.8% | -65.6% | +145.4% | +80.7% |
| All | +79.8% | -65.4% | +145.2% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling