+21.1%
STM vs AEE
+49.7%
-28.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | +5.2% | +1.3% | +3.9% | +5.3% |
| 30D | -7.4% | -1.2% | -6.1% | -7.4% |
| 3M | -30.6% | +1.0% | -31.7% | -31.1% |
| 6M | +66.4% | -2.3% | +68.7% | +65.6% |
| YTD | +101.1% | +9.1% | +92.0% | +99.6% |
| 1Y | +97.4% | +10.6% | +86.8% | +95.9% |
| 3Y | +21.1% | +48.5% | -27.4% | +17.9% |
| All | +21.1% | +49.7% | -28.5% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling