+658.1%
AEP vs STLA
+168.9%
+489.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.2% |
| 7D | +0.7% | -11.6% | +12.4% | +1.4% |
| 30D | +4.8% | -6.2% | +11.0% | +5.1% |
| 3M | +5.4% | -24.6% | +29.9% | +6.7% |
| 6M | +0.4% | -44.9% | +45.3% | +3.2% |
| YTD | +15.5% | -62.3% | +77.8% | +20.7% |
| 1Y | +8.5% | -61.8% | +70.3% | +13.3% |
| 3Y | +84.6% | -75.3% | +159.9% | +95.8% |
| 5Y | +86.9% | -72.5% | +159.4% | +95.0% |
| 10Y | +205.1% | +0.8% | +204.4% | +191.5% |
| All | +658.1% | +168.9% | +489.2% | +600.1% |
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