+260.3%
STT vs AEE
+191.3%
+69.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +2.2% | -2.0% | +4.2% | +2.9% |
| 3M | +18.8% | -2.8% | +21.6% | +19.8% |
| 6M | +57.9% | -3.6% | +61.5% | +59.2% |
| YTD | +51.0% | +7.3% | +43.7% | +45.5% |
| 1Y | +77.1% | +8.7% | +68.4% | +69.5% |
| 3Y | +199.8% | +46.0% | +153.8% | +152.3% |
| 5Y | +156.0% | +39.8% | +116.2% | +117.6% |
| All | +260.3% | +191.3% | +69.0% | +196.2% |
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