-61.8%
STLA vs AEE
+11.8%
-73.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.5% |
| 7D | -11.6% | +0.2% | -11.8% | -11.6% |
| 30D | -6.2% | +9.7% | -15.9% | -6.4% |
| 3M | -24.6% | +5.8% | -30.4% | -25.1% |
| 6M | -44.9% | +4.5% | -49.4% | -45.3% |
| YTD | -62.3% | +15.8% | -78.1% | -63.0% |
| 1Y | -61.8% | +10.8% | -72.6% | -62.4% |
| All | -61.8% | +11.8% | -73.6% | -62.4% |
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