-15.7%
STM vs AEE
+52.8%
-68.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | +2.1% | -12.8% | -11.1% |
| 30D | -25.7% | +11.4% | -37.1% | -27.2% |
| 3M | -21.6% | +5.0% | -26.5% | -22.3% |
| 6M | -27.8% | +4.4% | -32.2% | -28.9% |
| YTD | +61.8% | +15.4% | +46.4% | +55.5% |
| 1Y | +78.1% | +13.8% | +64.3% | +71.6% |
| 3Y | +4.9% | +58.0% | -53.1% | -9.5% |
| All | -15.7% | +52.8% | -68.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling