+10.8%
AEP vs STRL
-30.1%
+40.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -21.5% | +21.0% | -0.2% |
| 7D | +0.8% | -27.1% | +27.9% | +1.2% |
| 30D | +7.9% | -45.8% | +53.7% | +8.9% |
| 3M | +1.5% | -47.6% | +49.1% | +2.4% |
| 6M | -2.6% | -46.4% | +43.8% | -3.5% |
| YTD | +14.7% | -7.4% | +22.0% | +9.8% |
| 1Y | +10.8% | -25.9% | +36.6% | +7.5% |
| All | +10.8% | -30.1% | +40.9% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling