+263.8%
STLA vs AEIS
+2,305.0%
-2,041.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.6% |
| 7D | +2.6% | +3.0% | -0.4% | +1.7% |
| 30D | -1.2% | -14.6% | +13.4% | +2.7% |
| 3M | -24.8% | -12.4% | -12.3% | -23.9% |
| 6M | -25.6% | -15.0% | -10.6% | -25.0% |
| YTD | -48.9% | +34.3% | -83.2% | -56.1% |
| 1Y | -38.8% | +87.4% | -126.1% | -52.8% |
| 3Y | -64.5% | +139.8% | -204.3% | -75.4% |
| 5Y | -62.4% | +220.7% | -283.2% | -76.3% |
| 10Y | +55.4% | +531.6% | -476.2% | -20.8% |
| All | +263.8% | +2,305.0% | -2,041.2% | +60.6% |
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