+2,133.0%
STRL vs AEIS
+228.8%
+1,904.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.5% |
| 7D | +10.1% | +8.1% | +2.0% | +5.0% |
| 30D | -8.2% | -11.1% | +2.9% | -1.3% |
| 3M | -43.7% | -5.6% | -38.0% | -42.4% |
| 6M | +27.1% | -0.6% | +27.7% | +21.9% |
| YTD | +64.0% | +38.0% | +26.0% | +27.0% |
| 1Y | +75.2% | +87.2% | -12.1% | +13.8% |
| 3Y | +539.9% | +179.7% | +360.2% | +220.6% |
| 5Y | +2,133.0% | +241.7% | +1,891.2% | +865.3% |
| All | +2,133.0% | +228.8% | +1,904.2% | +865.3% |
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