+18.6%
AEP vs STT
+76.7%
-58.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | +1.0% | -0.1% | +1.0% |
| 30D | +1.5% | +2.8% | -1.3% | +1.7% |
| 3M | -1.7% | +18.1% | -19.8% | -0.3% |
| 6M | -4.0% | +59.2% | -63.3% | +0.3% |
| YTD | +10.6% | +51.5% | -40.9% | +14.9% |
| 1Y | +18.6% | +75.7% | -57.0% | +24.1% |
| All | +18.6% | +76.7% | -58.1% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling