+644.6%
STM vs AEE
+191.3%
+453.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -7.8% | -2.0% | -5.8% | -7.3% |
| 3M | -28.2% | -2.8% | -25.4% | -28.1% |
| 6M | +52.0% | -3.6% | +55.6% | +52.6% |
| YTD | +96.4% | +7.3% | +89.1% | +90.1% |
| 1Y | +98.8% | +8.7% | +90.1% | +91.4% |
| 3Y | +18.3% | +46.0% | -27.7% | +0.9% |
| 5Y | +17.7% | +39.8% | -22.1% | +1.5% |
| All | +644.6% | +191.3% | +453.3% | +482.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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