+1,144.9%
STX vs AEP
+68.7%
+1,076.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.7% | +6.4% |
| 7D | +10.7% | +2.0% | +8.7% | +10.4% |
| 30D | +11.3% | +0.5% | +10.8% | +11.2% |
| 3M | +3.2% | -0.3% | +3.5% | +2.7% |
| 6M | +157.0% | -3.5% | +160.4% | +157.1% |
| YTD | +229.2% | +11.3% | +217.9% | +218.1% |
| 1Y | +381.8% | +20.2% | +361.6% | +359.5% |
| 3Y | +1,383.2% | +79.8% | +1,303.4% | +1,155.5% |
| 5Y | +1,144.9% | +65.6% | +1,079.3% | +986.4% |
| All | +1,144.9% | +68.7% | +1,076.2% | +986.4% |
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 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