+1,920.1%
AEP vs STZ
+9,621.1%
-7,701.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | -0.8% | -1.9% | +1.1% | -0.6% |
| 3M | -1.8% | -6.2% | +4.4% | -1.0% |
| 6M | -5.4% | -14.0% | +8.6% | -3.4% |
| YTD | +10.4% | -5.1% | +15.6% | +10.8% |
| 1Y | +18.2% | -9.6% | +27.7% | +19.2% |
| 3Y | +79.0% | -47.2% | +126.2% | +95.1% |
| 5Y | +64.8% | -33.6% | +98.4% | +73.0% |
| 10Y | +170.8% | -9.8% | +180.6% | +166.3% |
| All | +1,920.1% | +9,621.1% | -7,701.0% | +1,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling