+195.6%
STT vs AEE
+48.1%
+147.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +18.1% | -0.9% | +19.0% | +18.0% |
| 6M | +59.2% | -2.4% | +61.6% | +59.5% |
| YTD | +51.5% | +8.6% | +42.8% | +45.7% |
| 1Y | +75.7% | +10.2% | +65.5% | +67.8% |
| All | +195.6% | +48.1% | +147.4% | +149.4% |
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