+114.0%
SMTC vs AEIS
+228.8%
-114.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.8% | +7.2% | +7.6% |
| 7D | +22.9% | +8.1% | +14.8% | +15.3% |
| 30D | +16.6% | -11.1% | +27.8% | +30.4% |
| 3M | +2.4% | -5.6% | +8.1% | +8.6% |
| 6M | +98.3% | -0.6% | +98.9% | +94.9% |
| YTD | +120.7% | +38.0% | +82.6% | +59.2% |
| 1Y | +168.3% | +87.2% | +81.0% | +43.7% |
| 3Y | +571.7% | +179.7% | +392.0% | +154.2% |
| 5Y | +114.0% | +241.7% | -127.7% | -31.6% |
| All | +114.0% | +228.8% | -114.8% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling