+7,301.3%
STRL vs AEE
+186.8%
+7,114.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +8.2% | +1.1% | +7.2% | +7.8% |
| 30D | -6.3% | 0.0% | -6.3% | -6.3% |
| 3M | -41.2% | -0.9% | -40.3% | -41.3% |
| 6M | +20.4% | -2.4% | +22.8% | +20.3% |
| YTD | +61.7% | +8.6% | +53.1% | +55.2% |
| 1Y | +72.7% | +10.2% | +62.6% | +64.6% |
| 3Y | +530.9% | +47.8% | +483.1% | +427.9% |
| 5Y | +2,125.4% | +40.1% | +2,085.3% | +1,784.4% |
| 10Y | +7,301.3% | +195.0% | +7,106.3% | +5,390.1% |
| All | +7,301.3% | +186.8% | +7,114.6% | +5,390.1% |
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 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