-65.6%
STLA vs AEE
+49.7%
-115.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | -2.4% | -1.2% | -1.1% | -2.3% |
| 3M | -23.9% | +1.0% | -24.9% | -24.2% |
| 6M | -24.6% | -2.3% | -22.3% | -24.6% |
| YTD | -50.5% | +9.1% | -59.6% | -51.3% |
| 1Y | -39.8% | +10.6% | -50.4% | -41.1% |
| 3Y | -65.6% | +48.5% | -114.1% | -68.8% |
| All | -65.6% | +49.7% | -115.3% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling