+2,764.7%
STT vs AEIS
+2,072.0%
+692.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +5.1% | +23.2% | -18.1% | +0.6% |
| 30D | -0.2% | -17.0% | +16.8% | +2.8% |
| 3M | -8.1% | -32.2% | +24.0% | -1.9% |
| 6M | +16.6% | -32.6% | +49.2% | +22.6% |
| YTD | +37.8% | +9.4% | +28.5% | +29.7% |
| 1Y | +46.8% | +7.7% | +39.2% | +38.4% |
| 3Y | +181.2% | +157.9% | +23.2% | +115.8% |
| 5Y | +105.1% | +154.8% | -49.6% | +56.5% |
| 10Y | +202.3% | +355.2% | -152.9% | +96.8% |
| All | +2,764.7% | +2,072.0% | +692.7% | +1,124.2% |
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