-52.6%
STLA vs AEE
+13.9%
-66.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.6% |
| 7D | -0.6% | +4.7% | -5.3% | -0.9% |
| 30D | +3.6% | +13.4% | -9.9% | +3.2% |
| 3M | -20.6% | +4.1% | -24.7% | -21.2% |
| 6M | -34.3% | +2.0% | -36.4% | -34.6% |
| YTD | -57.3% | +15.6% | -72.9% | -58.3% |
| 1Y | -52.6% | +14.1% | -66.8% | -53.6% |
| All | -52.6% | +13.9% | -66.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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