+1,972.8%
STX vs AEE
+222.5%
+1,750.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +14.6% | +1.7% | +12.9% | +14.1% |
| 30D | -26.0% | +9.7% | -35.7% | -28.0% |
| 3M | -42.6% | +5.9% | -48.5% | -43.7% |
| 6M | -35.3% | +6.7% | -42.0% | -37.2% |
| YTD | +92.5% | +17.4% | +75.1% | +80.8% |
| 1Y | +102.4% | +12.7% | +89.7% | +92.6% |
| 3Y | +673.8% | +68.2% | +605.6% | +531.9% |
| 5Y | +463.1% | +57.3% | +405.8% | +365.7% |
| All | +1,972.8% | +222.5% | +1,750.3% | +1,366.9% |
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 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