+887.6%
STM vs AEIS
+1,770.4%
-882.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.1% | -1.7% | +2.2% |
| 7D | -10.7% | -11.3% | +0.5% | -6.7% |
| 30D | -25.7% | -32.6% | +6.8% | -14.0% |
| 3M | -21.6% | -39.2% | +17.6% | -5.9% |
| 6M | -27.8% | -45.4% | +17.6% | -9.9% |
| YTD | +61.8% | -5.8% | +67.6% | +63.4% |
| 1Y | +78.1% | -10.0% | +88.1% | +82.7% |
| 3Y | +4.9% | +121.2% | -116.3% | -23.0% |
| 5Y | -14.3% | +110.6% | -124.9% | -35.4% |
| 10Y | +414.1% | +326.6% | +87.4% | +199.7% |
| All | +887.6% | +1,770.4% | -882.8% | +152.6% |
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 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