-47.8%
STLA vs AEE
+4.8%
-52.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.1% |
| 7D | -13.1% | +0.6% | -13.7% | -13.1% |
| 30D | -13.3% | +8.8% | -22.1% | -13.2% |
| 3M | -27.9% | +5.1% | -32.9% | -28.7% |
| 6M | -47.8% | +5.2% | -53.0% | -48.4% |
| All | -47.8% | +4.8% | -52.6% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling