-36.3%
STZ vs AEE
+57.9%
-94.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +2.1% | +2.8% | +4.1% |
| 30D | +20.9% | +11.4% | +9.5% | +15.8% |
| 3M | +8.0% | +5.0% | +3.0% | +5.8% |
| 6M | -5.3% | +4.4% | -9.7% | -6.9% |
| YTD | +5.9% | +15.4% | -9.5% | +0.1% |
| 1Y | +14.2% | +13.8% | +0.4% | +8.4% |
| All | -36.3% | +57.9% | -94.2% | -47.3% |
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