+9,509.3%
STX vs AEP
+1,150.5%
+8,358.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.4% | +9.2% |
| 7D | -14.8% | -1.5% | -13.2% | -14.0% |
| 30D | -35.4% | +4.5% | -39.9% | -36.6% |
| 3M | -37.7% | +2.8% | -40.5% | -38.5% |
| 6M | -35.2% | -0.7% | -34.6% | -35.8% |
| YTD | +84.4% | +13.8% | +70.5% | +72.1% |
| 1Y | +82.3% | +9.0% | +73.3% | +73.4% |
| 3Y | +646.2% | +83.0% | +563.2% | +454.1% |
| 5Y | +487.4% | +83.3% | +404.2% | +327.7% |
| 10Y | +2,071.0% | +194.6% | +1,876.4% | +1,088.8% |
| All | +9,509.3% | +1,150.5% | +8,358.8% | +2,157.7% |
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