+6.7%
AEP vs STT
+48.0%
-41.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.5% |
| 30D | +4.1% | -1.9% | +6.0% | +4.0% |
| 3M | +4.1% | -7.6% | +11.7% | +3.7% |
| 6M | -1.0% | +16.0% | -17.0% | +0.8% |
| YTD | +13.4% | +36.2% | -22.8% | +17.5% |
| 1Y | +6.7% | +46.8% | -40.1% | +11.3% |
| All | +6.7% | +48.0% | -41.3% | +11.3% |
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