+499.7%
SMTC vs AEIS
+157.5%
+342.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +7.1% |
| 7D | +12.7% | +3.0% | +9.8% | +10.0% |
| 30D | +22.0% | -14.6% | +36.6% | +41.1% |
| 3M | -12.7% | -12.4% | -0.2% | -1.1% |
| 6M | +64.8% | -15.0% | +79.7% | +84.3% |
| YTD | +100.7% | +34.3% | +66.4% | +44.4% |
| 1Y | +146.9% | +87.4% | +59.5% | +24.6% |
| All | +499.7% | +157.5% | +342.2% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling