+2,405.5%
STZ vs AEE
+875.2%
+1,530.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +11.8% | +2.4% | +9.4% | +10.7% |
| 30D | +26.0% | +10.9% | +15.0% | +20.4% |
| 3M | +11.5% | +4.3% | +7.3% | +9.5% |
| 6M | -2.0% | +2.5% | -4.4% | -3.1% |
| YTD | +7.9% | +15.3% | -7.5% | +1.1% |
| 1Y | +13.9% | +14.6% | -0.6% | +7.0% |
| 3Y | -35.8% | +57.5% | -93.3% | -48.1% |
| 5Y | -28.4% | +52.9% | -81.3% | -42.0% |
| 10Y | +7.1% | +205.0% | -197.9% | -37.9% |
| All | +2,405.5% | +875.2% | +1,530.3% | +724.2% |
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