+74.7%
STT vs AEIS
+93.3%
-18.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | +0.5% | +3.0% | -2.5% | +0.1% |
| 30D | +3.9% | -14.6% | +18.5% | +6.0% |
| 3M | +20.0% | -12.4% | +32.4% | +20.2% |
| 6M | +55.3% | -15.0% | +70.3% | +54.8% |
| YTD | +53.3% | +34.3% | +19.0% | +40.7% |
| 1Y | +74.7% | +87.4% | -12.7% | +54.6% |
| All | +74.7% | +93.3% | -18.6% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling