+203.1%
STT vs AEIS
+375.1%
-172.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | 0.0% |
| 7D | +0.4% | +9.5% | -9.0% | -2.8% |
| 30D | -0.4% | -17.5% | +17.1% | +4.5% |
| 3M | -6.5% | -29.3% | +22.8% | +2.2% |
| 6M | +17.2% | -34.7% | +51.9% | +27.6% |
| YTD | +38.2% | +10.7% | +27.5% | +21.7% |
| 1Y | +49.3% | +7.4% | +41.9% | +32.6% |
| 3Y | +181.9% | +161.1% | +20.8% | +69.3% |
| 5Y | +106.9% | +150.7% | -43.8% | +22.5% |
| 10Y | +203.1% | +360.8% | -157.7% | +34.1% |
| All | +203.1% | +375.1% | -172.0% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling