+2,285.8%
AEP vs STT
+6,508.4%
-4,222.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.9% |
| 7D | -1.5% | +0.9% | -2.5% | -1.7% |
| 30D | +4.5% | -2.3% | +6.8% | +4.8% |
| 3M | +2.8% | -7.0% | +9.8% | +3.9% |
| 6M | -0.7% | +15.5% | -16.1% | -3.1% |
| YTD | +13.8% | +35.6% | -21.8% | +8.0% |
| 1Y | +9.0% | +47.9% | -38.9% | +1.9% |
| 3Y | +83.0% | +181.1% | -98.1% | +53.4% |
| 5Y | +83.3% | +108.2% | -24.9% | +58.2% |
| 10Y | +194.6% | +201.0% | -6.4% | +129.1% |
| All | +2,285.8% | +6,508.4% | -4,222.5% | +849.7% |
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