+0.8%
STLA vs AEE
+216.2%
-215.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.4% |
| 7D | -11.6% | +0.2% | -11.8% | -11.7% |
| 30D | -6.2% | +9.7% | -15.9% | -8.8% |
| 3M | -24.6% | +5.8% | -30.4% | -25.9% |
| 6M | -44.9% | +4.5% | -49.4% | -45.8% |
| YTD | -62.3% | +15.8% | -78.1% | -64.2% |
| 1Y | -61.8% | +10.8% | -72.6% | -63.3% |
| 3Y | -75.3% | +62.8% | -138.1% | -79.5% |
| 5Y | -72.5% | +56.1% | -128.6% | -76.9% |
| 10Y | +0.8% | +216.4% | -215.7% | -12.1% |
| All | +0.8% | +216.2% | -215.5% | -12.1% |
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