+170.8%
AEP vs STT
+267.9%
-97.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | -0.1% | +2.2% | -2.3% | -0.4% |
| 3M | -3.2% | +18.8% | -22.0% | -5.4% |
| 6M | -5.3% | +57.9% | -63.2% | -10.8% |
| YTD | +9.5% | +51.0% | -41.5% | +3.5% |
| 1Y | +17.5% | +77.1% | -59.6% | +8.5% |
| 3Y | +77.0% | +199.8% | -122.9% | +50.8% |
| 5Y | +66.4% | +156.0% | -89.6% | +42.0% |
| All | +170.8% | +267.9% | -97.1% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling