+67.7%
A vs AEIS
+160.4%
-92.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | +1.4% | -6.9% | +8.3% | +2.3% |
| 30D | +4.3% | -23.2% | +27.5% | +8.7% |
| 3M | +19.8% | -29.5% | +49.3% | +26.0% |
| 6M | +54.4% | -37.9% | +92.3% | +64.2% |
| YTD | +31.7% | +6.0% | +25.7% | +17.0% |
| 1Y | +22.4% | +1.2% | +21.2% | +10.1% |
| 3Y | +67.7% | +150.0% | -82.3% | +6.4% |
| All | +67.7% | +160.4% | -92.7% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling