+340.7%
SMTC vs AEIS
+332.3%
+8.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -1.1% |
| 7D | +11.0% | +11.5% | -0.5% | +2.9% |
| 30D | -28.5% | -15.8% | -12.7% | -17.4% |
| 3M | -14.2% | -33.3% | +19.1% | +18.7% |
| 6M | -18.0% | -35.2% | +17.2% | +16.5% |
| YTD | +55.5% | +5.0% | +50.5% | +52.5% |
| 1Y | +69.5% | +8.5% | +61.1% | +63.1% |
| 3Y | +699.7% | +152.9% | +546.8% | +337.1% |
| 5Y | +27.4% | +144.6% | -117.2% | -28.0% |
| All | +340.7% | +332.3% | +8.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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