+716.7%
STM vs AEE
+813.9%
-97.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | -1.0% | -2.3% | +1.3% | 0.0% |
| 3M | -33.3% | +0.2% | -33.5% | -34.1% |
| 6M | +57.4% | -4.7% | +62.1% | +59.3% |
| YTD | +102.2% | +8.1% | +94.1% | +92.6% |
| 1Y | +99.6% | +8.5% | +91.0% | +89.3% |
| 3Y | +14.5% | +48.9% | -34.4% | -9.2% |
| 5Y | +21.4% | +39.9% | -18.5% | -2.0% |
| 10Y | +695.0% | +186.5% | +508.4% | +319.0% |
| All | +716.7% | +813.9% | -97.2% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling