+103.9%
STT vs AEIS
+139.8%
-35.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +1.1% | -6.9% | +8.0% | +2.6% |
| 30D | -1.9% | -23.2% | +21.3% | +4.6% |
| 3M | -7.6% | -29.5% | +21.9% | +0.2% |
| 6M | +16.0% | -37.9% | +53.9% | +27.3% |
| YTD | +36.2% | +6.0% | +30.2% | +20.7% |
| 1Y | +46.8% | +1.2% | +45.5% | +32.0% |
| 3Y | +177.8% | +150.0% | +27.8% | +61.7% |
| All | +103.9% | +139.8% | -35.9% | +12.7% |
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