+1,134.5%
STM vs AEIS
+2,566.8%
-1,432.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.0% |
| 7D | +5.8% | +3.0% | +2.8% | +4.6% |
| 30D | -1.0% | -14.6% | +13.6% | +4.8% |
| 3M | -33.3% | -12.4% | -20.8% | -30.1% |
| 6M | +57.4% | -15.0% | +72.3% | +65.5% |
| YTD | +102.2% | +34.3% | +67.9% | +79.2% |
| 1Y | +99.6% | +87.4% | +12.2% | +55.2% |
| 3Y | +14.5% | +139.8% | -125.3% | -18.8% |
| 5Y | +21.4% | +220.7% | -199.4% | -21.6% |
| 10Y | +695.0% | +531.6% | +163.4% | +301.3% |
| All | +1,134.5% | +2,566.8% | -1,432.3% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling