+77.9%
AEP vs STRL
+233.5%
-155.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.2% |
| 7D | -2.8% | -26.9% | +24.1% | -2.8% |
| 30D | +3.6% | -52.7% | +56.3% | +3.7% |
| 3M | +1.8% | -52.8% | +54.6% | +1.8% |
| 6M | -3.1% | -71.5% | +68.3% | -3.1% |
| YTD | +12.2% | -17.4% | +29.7% | +12.2% |
| 1Y | +9.1% | -35.0% | +44.1% | +8.8% |
| 3Y | +77.9% | +239.2% | -161.3% | +71.5% |
| All | +77.9% | +233.5% | -155.6% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling