+1,027.2%
STT vs AEE
+813.9%
+213.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +3.9% | -2.3% | +6.1% | +5.2% |
| 3M | +20.0% | +0.2% | +19.7% | +19.2% |
| 6M | +55.3% | -4.7% | +60.1% | +58.4% |
| YTD | +53.3% | +8.1% | +45.2% | +44.2% |
| 1Y | +74.7% | +8.5% | +66.2% | +63.5% |
| 3Y | +205.8% | +48.9% | +156.9% | +131.1% |
| 5Y | +145.0% | +39.9% | +105.1% | +89.1% |
| 10Y | +266.0% | +186.5% | +79.5% | +60.2% |
| All | +1,027.2% | +813.9% | +213.3% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling