+89.4%
STM vs AEIS
-2.1%
+91.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.3% | -4.6% | +0.1% |
| 7D | -5.6% | +1.0% | -6.5% | -6.5% |
| 30D | -14.4% | -24.0% | +9.6% | -0.7% |
| 3M | -20.5% | -32.5% | +12.0% | -1.9% |
| 6M | -24.5% | -38.6% | +14.1% | -4.2% |
| YTD | +72.7% | +4.8% | +67.8% | +68.0% |
| All | +89.4% | -2.1% | +91.5% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling