+22.5%
STM vs AEP
+68.7%
-46.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +5.2% | +2.0% | +3.2% | +4.9% |
| 30D | -7.4% | +0.5% | -7.9% | -7.4% |
| 3M | -30.6% | -0.3% | -30.3% | -30.9% |
| 6M | +66.4% | -3.5% | +69.9% | +66.5% |
| YTD | +101.1% | +11.3% | +89.9% | +95.8% |
| 1Y | +97.4% | +20.2% | +77.1% | +88.6% |
| 3Y | +21.1% | +79.8% | -58.6% | -0.3% |
| 5Y | +22.5% | +65.6% | -43.1% | +5.2% |
| All | +22.5% | +68.7% | -46.2% | +5.2% |
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