+65.6%
AEP vs STZ
-36.5%
+102.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.4% | +2.0% |
| 7D | +2.0% | -7.4% | +9.4% | +3.7% |
| 30D | +0.5% | -10.9% | +11.4% | +3.0% |
| 3M | -0.3% | -13.4% | +13.1% | +2.7% |
| 6M | -3.5% | -16.2% | +12.7% | 0.0% |
| YTD | +11.3% | -10.4% | +21.7% | +12.7% |
| 1Y | +20.2% | -14.8% | +35.0% | +23.1% |
| 3Y | +79.8% | -50.1% | +129.9% | +114.0% |
| 5Y | +65.6% | -38.8% | +104.4% | +81.0% |
| All | +65.6% | -36.5% | +102.1% | +81.0% |
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