+81.5%
AEP vs STLA
-71.4%
+152.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.5% |
| 7D | -0.8% | -4.9% | +4.1% | -0.6% |
| 30D | +4.9% | -4.9% | +9.8% | +5.1% |
| 3M | +4.9% | -23.7% | +28.5% | +5.9% |
| 6M | -0.3% | -45.0% | +44.7% | +2.1% |
| YTD | +14.3% | -60.9% | +75.2% | +18.7% |
| 1Y | +7.5% | -58.9% | +66.4% | +11.2% |
| 3Y | +82.6% | -74.4% | +157.1% | +95.1% |
| 5Y | +81.5% | -71.5% | +153.0% | +85.2% |
| All | +81.5% | -71.4% | +152.9% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling