+5.3%
STLA vs AEIS
+347.9%
-342.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | -4.9% | -6.9% | +2.0% | -3.4% |
| 30D | -4.9% | -23.2% | +18.3% | +2.5% |
| 3M | -23.7% | -29.5% | +5.8% | -16.4% |
| 6M | -45.0% | -37.9% | -7.1% | -38.6% |
| YTD | -60.9% | +6.0% | -66.9% | -66.3% |
| 1Y | -58.9% | +1.2% | -60.1% | -63.9% |
| 3Y | -74.4% | +150.0% | -224.4% | -85.3% |
| 5Y | -71.5% | +141.9% | -213.4% | -83.9% |
| 10Y | +5.3% | +356.2% | -350.9% | -57.9% |
| All | +5.3% | +347.9% | -342.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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