+200.7%
STT vs AEIS
+173.5%
+27.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.9% |
| 7D | +2.2% | +8.1% | -6.0% | +0.4% |
| 30D | +3.9% | -11.1% | +15.0% | +6.4% |
| 3M | +19.2% | -5.6% | +24.8% | +17.9% |
| 6M | +60.4% | -0.6% | +61.0% | +54.1% |
| YTD | +51.5% | +38.0% | +13.4% | +31.4% |
| 1Y | +76.3% | +87.2% | -10.9% | +37.8% |
| 3Y | +200.7% | +179.7% | +21.1% | +96.6% |
| All | +200.7% | +173.5% | +27.2% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling