+3,086.9%
STT vs AEIS
+2,566.8%
+520.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | +0.5% | +3.0% | -2.5% | -0.1% |
| 30D | +3.9% | -14.6% | +18.5% | +7.0% |
| 3M | +20.0% | -12.4% | +32.4% | +21.1% |
| 6M | +55.3% | -15.0% | +70.3% | +56.5% |
| YTD | +53.3% | +34.3% | +19.0% | +39.9% |
| 1Y | +74.7% | +87.4% | -12.7% | +47.8% |
| 3Y | +205.8% | +139.8% | +66.1% | +140.5% |
| 5Y | +145.0% | +220.7% | -75.7% | +80.3% |
| 10Y | +266.0% | +531.6% | -265.6% | +125.9% |
| All | +3,086.9% | +2,566.8% | +520.1% | +1,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling