+784.6%
STRL vs AEIS
+109.5%
+675.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | -0.5% |
| 7D | -26.9% | -11.3% | -15.6% | -19.8% |
| 30D | -52.7% | -32.6% | -20.1% | -38.3% |
| 3M | -52.8% | -39.2% | -13.7% | -34.5% |
| 6M | -71.5% | -45.4% | -26.1% | -58.3% |
| YTD | -17.4% | -5.8% | -11.6% | -17.3% |
| 1Y | -35.0% | -10.0% | -25.0% | -32.4% |
| 3Y | +239.2% | +121.2% | +118.1% | +104.2% |
| All | +784.6% | +109.5% | +675.1% | +416.6% |
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 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