+238.4%
A vs AEIS
+531.1%
-292.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | 0.0% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -4.3% | -16.4% | +12.1% | -0.2% |
| 3M | +8.9% | -11.1% | +20.1% | +9.4% |
| 6M | +24.5% | -12.0% | +36.5% | +23.2% |
| YTD | +5.8% | +30.9% | -25.1% | -8.0% |
| 1Y | +16.2% | +74.3% | -58.1% | -8.3% |
| 3Y | +28.5% | +165.2% | -136.7% | -13.8% |
| 5Y | -16.3% | +220.0% | -236.4% | -48.3% |
| All | +238.4% | +531.1% | -292.7% | +52.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling