+625.0%
AEP vs STLA
+263.8%
+361.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.2% |
| 7D | +1.8% | +2.6% | -0.8% | +1.7% |
| 30D | -0.8% | -1.2% | +0.4% | -0.8% |
| 3M | -1.8% | -24.8% | +22.9% | -0.5% |
| 6M | -5.4% | -25.6% | +20.2% | -4.2% |
| YTD | +10.4% | -48.9% | +59.4% | +13.8% |
| 1Y | +18.2% | -38.8% | +56.9% | +20.3% |
| 3Y | +79.0% | -64.5% | +143.5% | +86.4% |
| 5Y | +64.8% | -62.4% | +127.3% | +69.5% |
| 10Y | +170.8% | +55.4% | +115.5% | +153.8% |
| All | +625.0% | +263.8% | +361.2% | +560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling