+157.5%
STT vs AEIS
+228.8%
-71.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.1% |
| 7D | +2.2% | +8.1% | -6.0% | -0.2% |
| 30D | +3.9% | -11.1% | +15.0% | +7.1% |
| 3M | +19.2% | -5.6% | +24.8% | +17.6% |
| 6M | +60.4% | -0.6% | +61.0% | +52.4% |
| YTD | +51.5% | +38.0% | +13.4% | +26.4% |
| 1Y | +76.3% | +87.2% | -10.9% | +29.0% |
| 3Y | +200.7% | +179.7% | +21.1% | +76.5% |
| 5Y | +157.5% | +241.7% | -84.3% | +28.9% |
| All | +157.5% | +228.8% | -71.4% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling