+444.1%
STM vs AEE
+211.4%
+232.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -7.9% | +3.0% | -10.9% | -8.7% |
| 30D | -14.1% | +11.2% | -25.4% | -16.9% |
| 3M | -17.6% | +7.0% | -24.6% | -19.4% |
| 6M | -24.2% | +5.7% | -29.9% | -26.1% |
| YTD | +73.3% | +16.2% | +57.1% | +63.8% |
| 1Y | +90.1% | +12.0% | +78.0% | +81.7% |
| 3Y | +10.3% | +63.4% | -53.0% | -9.1% |
| 5Y | -5.7% | +56.0% | -61.8% | -21.4% |
| 10Y | +444.1% | +217.4% | +226.7% | +379.2% |
| All | +444.1% | +211.4% | +232.7% | +379.2% |
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