+239.2%
STRL vs AEIS
+117.1%
+122.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | -0.8% |
| 7D | -26.9% | -11.3% | -15.6% | -19.3% |
| 30D | -52.7% | -32.6% | -20.1% | -37.1% |
| 3M | -52.8% | -39.2% | -13.7% | -33.1% |
| 6M | -71.5% | -45.4% | -26.1% | -57.3% |
| YTD | -17.4% | -5.8% | -11.6% | -20.0% |
| 1Y | -35.0% | -10.0% | -25.0% | -34.3% |
| 3Y | +239.2% | +121.2% | +118.1% | +83.1% |
| All | +239.2% | +117.1% | +122.1% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling