+1.5%
STLA vs AEE
+222.5%
-221.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -13.8% | +1.7% | -15.5% | -14.2% |
| 30D | -10.5% | +9.7% | -20.3% | -13.1% |
| 3M | -28.9% | +5.9% | -34.8% | -30.2% |
| 6M | -49.7% | +6.7% | -56.4% | -50.9% |
| YTD | -64.9% | +17.4% | -82.3% | -66.9% |
| 1Y | -64.0% | +12.7% | -76.7% | -65.6% |
| 3Y | -77.4% | +68.2% | -145.6% | -81.5% |
| 5Y | -74.4% | +57.3% | -131.7% | -78.6% |
| All | +1.5% | +222.5% | -221.0% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling