+1,972.8%
STX vs AEIS
+332.3%
+1,640.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.2% |
| 7D | +14.6% | +11.5% | +3.1% | +8.9% |
| 30D | -26.0% | -15.8% | -10.2% | -19.3% |
| 3M | -42.6% | -33.3% | -9.3% | -30.6% |
| 6M | -35.3% | -35.2% | -0.1% | -21.1% |
| YTD | +92.5% | +5.0% | +87.4% | +88.6% |
| 1Y | +102.4% | +8.5% | +93.9% | +96.0% |
| 3Y | +673.8% | +152.9% | +520.9% | +406.9% |
| 5Y | +463.1% | +144.6% | +318.4% | +267.5% |
| All | +1,972.8% | +332.3% | +1,640.5% | +759.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling