+1.5%
STLA vs AEIS
+332.3%
-330.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | +0.4% |
| 7D | -13.8% | +11.5% | -25.3% | -17.4% |
| 30D | -10.5% | -15.8% | +5.2% | -6.9% |
| 3M | -28.9% | -33.3% | +4.4% | -20.4% |
| 6M | -49.7% | -35.2% | -14.5% | -45.0% |
| YTD | -64.9% | +5.0% | -69.9% | -69.7% |
| 1Y | -64.0% | +8.5% | -72.5% | -69.4% |
| 3Y | -77.4% | +152.9% | -230.3% | -87.1% |
| 5Y | -74.4% | +144.6% | -219.1% | -85.6% |
| All | +1.5% | +332.3% | -330.9% | -59.5% |
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