+189.2%
STLA vs AEIS
+1,777.6%
-1,588.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.3% | -11.5% | -3.5% |
| 7D | -6.4% | +1.0% | -7.3% | -7.7% |
| 30D | -1.3% | -24.0% | +22.7% | +5.2% |
| 3M | -19.9% | -32.5% | +12.6% | -12.7% |
| 6M | -42.9% | -38.6% | -4.3% | -37.4% |
| YTD | -59.4% | +4.8% | -64.3% | -63.3% |
| 1Y | -56.8% | +1.3% | -58.2% | -60.6% |
| 3Y | -73.1% | +159.2% | -232.3% | -82.1% |
| 5Y | -70.1% | +140.8% | -210.9% | -79.9% |
| 10Y | +19.8% | +349.8% | -330.0% | -34.9% |
| All | +189.2% | +1,777.6% | -1,588.4% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling