+1,937.6%
STM vs AEP
+1,536.5%
+401.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.3% | +6.2% |
| 7D | -5.6% | -1.5% | -4.0% | -4.9% |
| 30D | -14.4% | +4.5% | -18.9% | -15.9% |
| 3M | -20.5% | +2.8% | -23.3% | -21.4% |
| 6M | -24.5% | -0.7% | -23.9% | -24.9% |
| YTD | +72.7% | +13.8% | +58.8% | +62.9% |
| 1Y | +91.0% | +9.0% | +82.1% | +83.1% |
| 3Y | +13.5% | +83.0% | -69.5% | -13.2% |
| 5Y | -9.2% | +83.3% | -92.5% | -31.2% |
| 10Y | +422.5% | +194.6% | +227.9% | +215.4% |
| All | +1,937.6% | +1,536.5% | +401.1% | +696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling