+9,423.5%
STX vs AEIS
+1,482.2%
+7,941.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -17.3% | -6.9% | -10.4% | -14.6% |
| 30D | -35.9% | -23.2% | -12.7% | -28.6% |
| 3M | -37.3% | -29.5% | -7.8% | -28.1% |
| 6M | -35.8% | -37.9% | +2.1% | -22.8% |
| YTD | +82.7% | +6.0% | +76.8% | +79.4% |
| 1Y | +71.6% | +1.2% | +70.4% | +71.8% |
| 3Y | +635.3% | +150.0% | +485.3% | +414.5% |
| 5Y | +483.8% | +141.9% | +341.9% | +308.1% |
| 10Y | +1,967.8% | +356.2% | +1,611.6% | +923.5% |
| All | +9,423.5% | +1,482.2% | +7,941.3% | +1,956.8% |
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