-15.7%
STM vs AEIS
+109.5%
-125.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.1% | -1.7% | +0.5% |
| 7D | -10.7% | -11.3% | +0.5% | -3.9% |
| 30D | -25.7% | -32.6% | +6.8% | -4.8% |
| 3M | -21.6% | -39.2% | +17.6% | +6.5% |
| 6M | -27.8% | -45.4% | +17.6% | +3.4% |
| YTD | +61.8% | -5.8% | +67.6% | +54.9% |
| 1Y | +78.1% | -10.0% | +88.1% | +75.1% |
| 3Y | +4.9% | +121.2% | -116.3% | -50.5% |
| All | -15.7% | +109.5% | -125.3% | -61.0% |
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 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