+168.9%
STLA vs AEIS
+1,882.9%
-1,714.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -8.0% | -4.8% |
| 7D | -11.6% | +9.5% | -21.1% | -14.3% |
| 30D | -6.2% | -17.5% | +11.3% | -2.4% |
| 3M | -24.6% | -29.3% | +4.7% | -18.9% |
| 6M | -44.9% | -34.7% | -10.2% | -40.7% |
| YTD | -62.3% | +10.7% | -73.0% | -66.4% |
| 1Y | -61.8% | +7.4% | -69.2% | -65.7% |
| 3Y | -75.3% | +161.1% | -236.5% | -83.6% |
| 5Y | -72.5% | +150.7% | -223.2% | -81.8% |
| 10Y | +0.8% | +360.8% | -360.1% | -45.9% |
| All | +168.9% | +1,882.9% | -1,714.0% | +22.9% |
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 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