+180.1%
STT vs AEIS
+151.1%
+29.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +1.1% | -6.9% | +8.0% | +2.2% |
| 30D | -1.9% | -23.2% | +21.3% | +3.0% |
| 3M | -7.6% | -29.5% | +21.9% | -1.7% |
| 6M | +16.0% | -37.9% | +53.9% | +24.6% |
| YTD | +36.2% | +6.0% | +30.2% | +24.1% |
| 1Y | +46.8% | +1.2% | +45.5% | +35.3% |
| All | +180.1% | +151.1% | +29.0% | +85.3% |
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