-65.6%
STLA vs AEIS
+173.5%
-239.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.8% | -3.9% |
| 7D | +0.7% | +8.1% | -7.4% | -1.6% |
| 30D | -2.4% | -11.1% | +8.8% | +0.4% |
| 3M | -23.9% | -5.6% | -18.2% | -25.0% |
| 6M | -24.6% | -0.6% | -24.0% | -28.7% |
| YTD | -50.5% | +38.0% | -88.5% | -60.4% |
| 1Y | -39.8% | +87.2% | -127.1% | -58.7% |
| 3Y | -65.6% | +179.7% | -245.3% | -81.9% |
| All | -65.6% | +173.5% | -239.2% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling