+12.5%
STZ vs AEE
+211.4%
-198.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.3% | +3.0% | +2.3% | +4.1% |
| 30D | +19.6% | +11.2% | +8.3% | +14.3% |
| 3M | +10.0% | +7.0% | +3.0% | +6.8% |
| 6M | -0.3% | +5.7% | -6.0% | -2.7% |
| YTD | +8.6% | +16.2% | -7.7% | +1.6% |
| 1Y | +16.6% | +12.0% | +4.5% | +10.8% |
| 3Y | -34.8% | +63.4% | -98.2% | -47.7% |
| 5Y | -27.8% | +56.0% | -83.9% | -41.6% |
| 10Y | +12.5% | +217.4% | -204.9% | -26.9% |
| All | +12.5% | +211.4% | -198.9% | -26.9% |
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