+169.3%
AEP vs STRL
+7,463.3%
-7,294.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.6% |
| 7D | +2.0% | +10.1% | -8.1% | +1.6% |
| 30D | +0.5% | -8.2% | +8.7% | +0.8% |
| 3M | -0.3% | -43.7% | +43.4% | +1.9% |
| 6M | -3.5% | +27.1% | -30.6% | -6.3% |
| YTD | +11.3% | +64.0% | -52.7% | +6.3% |
| 1Y | +20.2% | +75.2% | -54.9% | +14.1% |
| 3Y | +79.8% | +539.9% | -460.1% | +52.3% |
| 5Y | +65.6% | +2,133.0% | -2,067.4% | +24.4% |
| 10Y | +169.3% | +7,178.3% | -7,009.0% | +72.9% |
| All | +169.3% | +7,463.3% | -7,294.0% | +72.9% |
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