+71.6%
STX vs AEP
+9.0%
+62.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.8% |
| 7D | -17.3% | -0.8% | -16.5% | -17.7% |
| 30D | -35.9% | +4.9% | -40.8% | -35.0% |
| 3M | -37.3% | +4.9% | -42.2% | -36.3% |
| 6M | -35.8% | -0.3% | -35.5% | -35.8% |
| YTD | +82.7% | +14.3% | +68.5% | +69.6% |
| 1Y | +71.6% | +7.5% | +64.1% | +71.8% |
| All | +71.6% | +9.0% | +62.7% | +71.8% |
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