+194.6%
AEP vs STRL
+4,310.8%
-4,116.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +15.0% | -13.5% | +0.8% |
| 7D | -1.5% | -13.3% | +11.8% | -1.1% |
| 30D | +4.5% | -43.3% | +47.8% | +6.8% |
| 3M | +2.8% | -46.9% | +49.7% | +5.3% |
| 6M | -0.7% | -65.6% | +64.9% | +3.2% |
| YTD | +13.8% | -5.1% | +18.9% | +11.0% |
| 1Y | +9.0% | -23.1% | +32.0% | +7.2% |
| 3Y | +83.0% | +346.8% | -263.8% | +55.6% |
| 5Y | +83.3% | +907.2% | -823.9% | +42.7% |
| 10Y | +194.6% | +3,988.2% | -3,793.6% | +87.7% |
| All | +194.6% | +4,310.8% | -4,116.2% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling