+99.6%
STM vs AEP
+16.1%
+83.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.8% |
| 7D | +5.8% | +1.8% | +4.0% | +6.1% |
| 30D | -1.0% | -0.8% | -0.2% | -1.1% |
| 3M | -33.3% | -1.8% | -31.4% | -34.0% |
| 6M | +57.4% | -5.4% | +62.7% | +54.0% |
| YTD | +102.2% | +10.4% | +91.7% | +105.9% |
| 1Y | +99.6% | +18.2% | +81.4% | +110.9% |
| All | +99.6% | +16.1% | +83.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling