+48.7%
STLA vs AEIS
+545.5%
-496.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.4% |
| 7D | +0.4% | +6.5% | -6.1% | -2.0% |
| 30D | -5.2% | -9.2% | +4.0% | -2.7% |
| 3M | -24.9% | -8.3% | -16.5% | -25.3% |
| 6M | -25.2% | -6.3% | -18.8% | -27.6% |
| YTD | -51.4% | +36.5% | -87.9% | -60.8% |
| 1Y | -40.7% | +84.8% | -125.5% | -58.2% |
| 3Y | -66.3% | +176.6% | -242.8% | -80.8% |
| 5Y | -63.2% | +237.1% | -300.3% | -81.2% |
| 10Y | +48.7% | +554.7% | -505.9% | -50.9% |
| All | +48.7% | +545.5% | -496.8% | -50.9% |
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