-71.5%
STLA vs AEE
+57.9%
-129.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -4.9% | +3.0% | -7.9% | -5.6% |
| 30D | -4.9% | +11.2% | -16.2% | -7.4% |
| 3M | -23.7% | +7.0% | -30.7% | -25.0% |
| 6M | -45.0% | +5.7% | -50.7% | -45.9% |
| YTD | -60.9% | +16.2% | -77.1% | -62.6% |
| 1Y | -58.9% | +12.0% | -70.9% | -60.3% |
| 3Y | -74.4% | +63.4% | -137.8% | -78.6% |
| 5Y | -71.5% | +56.0% | -127.6% | -75.9% |
| All | -71.5% | +57.9% | -129.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling