+266.4%
STT vs AEIS
+545.5%
-279.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +1.0% | +6.5% | -5.5% | -1.1% |
| 30D | +2.8% | -9.2% | +12.0% | +5.5% |
| 3M | +18.1% | -8.3% | +26.5% | +17.8% |
| 6M | +59.2% | -6.3% | +65.5% | +54.8% |
| YTD | +51.5% | +36.5% | +15.0% | +27.1% |
| 1Y | +75.7% | +84.8% | -9.1% | +30.1% |
| 3Y | +200.8% | +176.6% | +24.2% | +82.3% |
| 5Y | +155.8% | +237.1% | -81.3% | +39.8% |
| 10Y | +266.4% | +554.7% | -288.3% | +41.9% |
| All | +266.4% | +545.5% | -279.2% | +41.9% |
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