+2,316.1%
AEP vs STRL
+11,482.4%
-9,166.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -0.8% | -19.8% | +19.0% | -0.5% |
| 30D | +4.9% | -43.6% | +48.4% | +5.9% |
| 3M | +4.9% | -45.2% | +50.1% | +5.9% |
| 6M | -0.3% | -65.7% | +65.4% | +1.4% |
| YTD | +14.3% | -5.4% | +19.7% | +13.5% |
| 1Y | +7.5% | -24.7% | +32.2% | +7.2% |
| 3Y | +82.6% | +335.0% | -252.4% | +74.4% |
| 5Y | +81.5% | +915.3% | -833.8% | +69.7% |
| 10Y | +203.2% | +3,877.5% | -3,674.3% | +173.7% |
| All | +2,316.1% | +11,482.4% | -9,166.3% | +2,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling