+211.0%
AEP vs STRL
+3,816.9%
-3,605.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +2.5% | +23.4% | -21.0% | +1.5% |
| 30D | +3.4% | -39.5% | +42.9% | +5.4% |
| 3M | +4.2% | -45.1% | +49.3% | +6.6% |
| 6M | -0.8% | -64.6% | +63.8% | +3.0% |
| YTD | +15.2% | -1.5% | +16.7% | +12.1% |
| 1Y | +8.3% | -20.8% | +29.1% | +6.5% |
| 3Y | +84.2% | +353.1% | -268.9% | +56.5% |
| 5Y | +87.8% | +942.9% | -855.1% | +45.7% |
| All | +211.0% | +3,816.9% | -3,605.9% | +100.2% |
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