+954.4%
STM vs AEIS
+1,982.0%
-1,027.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.3% | -4.6% | +2.5% |
| 7D | -5.6% | +1.0% | -6.5% | -5.9% |
| 30D | -14.4% | -24.0% | +9.6% | -5.3% |
| 3M | -20.5% | -32.5% | +12.0% | -8.3% |
| 6M | -24.5% | -38.6% | +14.1% | -9.9% |
| YTD | +72.7% | +4.8% | +67.8% | +67.6% |
| 1Y | +91.0% | +1.3% | +89.7% | +87.4% |
| 3Y | +13.5% | +159.2% | -145.7% | -21.4% |
| 5Y | -9.2% | +140.8% | -150.0% | -34.9% |
| 10Y | +422.5% | +349.8% | +72.7% | +197.6% |
| All | +954.4% | +1,982.0% | -1,027.6% | +159.0% |
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