+2,276.7%
AEP vs STT
+6,537.0%
-4,260.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +4.1% | -1.9% | +6.0% | +4.3% |
| 3M | +4.1% | -7.6% | +11.7% | +5.2% |
| 6M | -1.0% | +16.0% | -17.0% | -3.5% |
| YTD | +13.4% | +36.2% | -22.8% | +7.5% |
| 1Y | +6.7% | +46.8% | -40.1% | -0.1% |
| 3Y | +81.3% | +177.8% | -96.5% | +52.2% |
| 5Y | +80.1% | +105.8% | -25.7% | +55.8% |
| 10Y | +200.9% | +197.6% | +3.3% | +134.5% |
| All | +2,276.7% | +6,537.0% | -4,260.3% | +845.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling