+2,104.0%
STZ vs AEE
+813.9%
+1,290.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | -1.9% | -2.3% | +0.4% | -0.9% |
| 3M | -6.2% | +0.2% | -6.5% | -6.3% |
| 6M | -14.0% | -4.7% | -9.3% | -12.3% |
| YTD | -5.1% | +8.1% | -13.2% | -8.5% |
| 1Y | -9.6% | +8.5% | -18.1% | -13.2% |
| 3Y | -47.2% | +48.9% | -96.1% | -56.3% |
| 5Y | -33.6% | +39.9% | -73.5% | -44.1% |
| 10Y | -9.8% | +186.5% | -196.3% | -46.3% |
| All | +2,104.0% | +813.9% | +1,290.1% | +645.9% |
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 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