+82.6%
AEP vs STLA
-74.3%
+156.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.4% |
| 7D | -0.8% | -4.9% | +4.1% | -0.8% |
| 30D | +4.9% | -4.9% | +9.8% | +4.9% |
| 3M | +4.9% | -23.7% | +28.5% | +4.9% |
| 6M | -0.3% | -45.0% | +44.7% | -0.1% |
| YTD | +14.3% | -60.9% | +75.2% | +14.7% |
| 1Y | +7.5% | -58.9% | +66.4% | +7.8% |
| 3Y | +82.6% | -74.4% | +157.1% | +90.0% |
| All | +82.6% | -74.3% | +156.9% | +90.0% |
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