+10,249.8%
STX vs AEP
+1,165.7%
+9,084.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +16.8% | +2.5% | +14.4% | +15.8% |
| 30D | -27.0% | +3.4% | -30.4% | -28.1% |
| 3M | -37.9% | +4.2% | -42.1% | -39.0% |
| 6M | -32.5% | -0.8% | -31.7% | -33.0% |
| YTD | +98.6% | +15.2% | +83.4% | +84.5% |
| 1Y | +93.6% | +8.3% | +85.3% | +84.7% |
| 3Y | +699.1% | +84.2% | +614.9% | +492.1% |
| 5Y | +481.0% | +87.8% | +393.2% | +319.0% |
| 10Y | +2,082.0% | +204.4% | +1,877.6% | +1,077.3% |
| All | +10,249.8% | +1,165.7% | +9,084.1% | +2,320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling