+3,621.5%
STX vs AEP
+170.1%
+3,451.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +9.6% | +0.9% | +8.7% | +9.3% |
| 30D | +10.6% | +1.5% | +9.1% | +10.2% |
| 3M | +4.8% | -1.7% | +6.5% | +4.8% |
| 6M | +137.3% | -4.0% | +141.3% | +138.1% |
| YTD | +222.5% | +10.6% | +211.9% | +210.2% |
| 1Y | +366.2% | +18.6% | +347.6% | +340.5% |
| 3Y | +1,352.9% | +78.7% | +1,274.2% | +1,091.1% |
| 5Y | +1,077.4% | +65.1% | +1,012.4% | +883.8% |
| 10Y | +3,621.5% | +177.7% | +3,443.8% | +2,673.2% |
| All | +3,621.5% | +170.1% | +3,451.4% | +2,673.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling