+539.9%
STRL vs AEE
+49.7%
+490.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.2% |
| 7D | +10.1% | +1.3% | +8.8% | +10.0% |
| 30D | -8.2% | -1.2% | -7.0% | -8.1% |
| 3M | -43.7% | +1.0% | -44.7% | -44.1% |
| 6M | +27.1% | -2.3% | +29.4% | +26.7% |
| YTD | +64.0% | +9.1% | +54.9% | +60.2% |
| 1Y | +75.2% | +10.6% | +64.6% | +70.7% |
| 3Y | +539.9% | +48.5% | +491.4% | +490.6% |
| All | +539.9% | +49.7% | +490.2% | +490.6% |
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