+664.5%
STM vs AEIS
+545.5%
+119.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | +1.7% | +6.5% | -4.8% | -2.3% |
| 30D | -5.2% | -9.2% | +4.0% | +0.1% |
| 3M | -29.6% | -8.3% | -21.3% | -27.2% |
| 6M | +54.4% | -6.3% | +60.7% | +54.8% |
| YTD | +99.5% | +36.5% | +63.0% | +55.8% |
| 1Y | +100.8% | +84.8% | +16.0% | +26.1% |
| 3Y | +20.2% | +176.6% | -156.4% | -43.8% |
| 5Y | +21.1% | +237.1% | -215.9% | -50.5% |
| 10Y | +664.5% | +554.7% | +109.9% | +96.5% |
| All | +664.5% | +545.5% | +119.0% | +96.5% |
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