-4.6%
STM vs AEP
+87.7%
-92.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +2.9% | +9.1% | +11.5% |
| 30D | -0.4% | +3.2% | -3.6% | -0.9% |
| 3M | -13.2% | +3.8% | -17.0% | -13.7% |
| 6M | -26.1% | +2.5% | -28.6% | -26.7% |
| YTD | +81.2% | +15.5% | +65.7% | +75.0% |
| 1Y | +98.3% | +9.6% | +88.7% | +93.6% |
| 3Y | +16.7% | +91.2% | -74.4% | -6.9% |
| All | -4.6% | +87.7% | -92.2% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling