+907.2%
STRL vs AEE
+58.9%
+848.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.0% | +13.9% | +14.8% |
| 7D | -13.3% | +2.3% | -15.7% | -13.8% |
| 30D | -43.3% | +11.6% | -54.9% | -44.8% |
| 3M | -46.9% | +5.5% | -52.4% | -47.5% |
| 6M | -65.6% | +6.0% | -71.6% | -66.3% |
| YTD | -5.1% | +16.6% | -21.7% | -9.8% |
| 1Y | -23.1% | +12.1% | -35.1% | -26.0% |
| 3Y | +346.8% | +64.2% | +282.6% | +273.8% |
| 5Y | +907.2% | +59.1% | +848.1% | +749.9% |
| All | +907.2% | +58.9% | +848.2% | +749.9% |
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