+487.4%
STX vs AEP
+82.5%
+404.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.4% | +9.6% |
| 7D | -14.8% | -1.5% | -13.2% | -14.5% |
| 30D | -35.4% | +4.5% | -39.9% | -35.8% |
| 3M | -37.7% | +2.8% | -40.5% | -38.0% |
| 6M | -35.2% | -0.7% | -34.6% | -35.5% |
| YTD | +84.4% | +13.8% | +70.5% | +77.3% |
| 1Y | +82.3% | +9.0% | +73.3% | +77.3% |
| 3Y | +646.2% | +83.0% | +563.2% | +526.9% |
| 5Y | +487.4% | +83.3% | +404.2% | +419.9% |
| All | +487.4% | +82.5% | +404.9% | +419.9% |
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