+80.7%
AEP vs STZ
-29.4%
+110.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -2.8% | +4.9% | -7.7% | -3.9% |
| 30D | +3.6% | +20.9% | -17.2% | -0.8% |
| 3M | +1.8% | +8.0% | -6.2% | -0.3% |
| 6M | -3.1% | -5.3% | +2.2% | -2.3% |
| YTD | +12.2% | +5.9% | +6.3% | +9.3% |
| 1Y | +9.1% | +14.2% | -5.1% | +4.0% |
| 3Y | +77.9% | -37.0% | +114.9% | +98.5% |
| All | +80.7% | -29.4% | +110.1% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling