-39.7%
STLA vs AEE
+9.0%
-48.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.3% |
| 7D | -3.8% | -0.7% | -3.2% | -3.9% |
| 30D | -3.1% | -2.0% | -1.1% | -3.3% |
| 3M | -19.6% | -2.8% | -16.8% | -19.8% |
| 6M | -23.5% | -3.6% | -19.9% | -23.7% |
| YTD | -51.5% | +7.3% | -58.8% | -51.4% |
| 1Y | -39.7% | +8.7% | -48.4% | -39.3% |
| All | -39.7% | +9.0% | -48.7% | -39.3% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling