+22.5%
STM vs AEE
+43.4%
-20.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +5.2% | +1.3% | +3.9% | +5.0% |
| 30D | -7.4% | -1.2% | -6.1% | -7.2% |
| 3M | -30.6% | +1.0% | -31.7% | -31.3% |
| 6M | +66.4% | -2.3% | +68.7% | +66.0% |
| YTD | +101.1% | +9.1% | +92.0% | +95.4% |
| 1Y | +97.4% | +10.6% | +86.8% | +90.9% |
| 3Y | +21.1% | +48.5% | -27.4% | +6.2% |
| 5Y | +22.5% | +39.9% | -17.4% | +8.8% |
| All | +22.5% | +43.4% | -20.9% | +8.8% |
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