+177.7%
AEP vs STZ
-13.0%
+190.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.9% | -6.0% | +6.9% | +2.4% |
| 30D | +1.5% | -8.9% | +10.4% | +3.7% |
| 3M | -1.7% | -12.6% | +10.9% | +1.4% |
| 6M | -4.0% | -17.2% | +13.2% | +0.1% |
| YTD | +10.6% | -10.0% | +20.6% | +12.4% |
| 1Y | +18.6% | -14.3% | +32.9% | +21.7% |
| 3Y | +78.7% | -49.9% | +128.6% | +110.1% |
| 5Y | +65.1% | -38.2% | +103.3% | +81.6% |
| 10Y | +177.7% | -12.0% | +189.7% | +160.4% |
| All | +177.7% | -13.0% | +190.8% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling