+365.4%
STX vs AEP
+16.1%
+349.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | +1.8% | +0.6% | +2.2% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | -8.2% | -1.8% | -6.4% | -9.7% |
| 6M | +127.0% | -5.4% | +132.4% | +127.4% |
| YTD | +209.1% | +10.4% | +198.7% | +169.4% |
| 1Y | +365.4% | +18.2% | +347.3% | +305.4% |
| All | +365.4% | +16.1% | +349.3% | +305.4% |
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