+565.2%
A vs AEIS
+450.2%
+115.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.8% |
| 7D | -0.5% | +11.5% | -12.0% | -4.0% |
| 30D | 0.0% | -15.8% | +15.7% | +4.1% |
| 3M | +16.7% | -33.3% | +50.0% | +29.3% |
| 6M | +54.8% | -35.2% | +90.0% | +67.5% |
| YTD | +28.8% | +5.0% | +23.8% | +16.2% |
| 1Y | +19.3% | +8.5% | +10.8% | +6.3% |
| 3Y | +65.5% | +152.9% | -87.3% | +6.9% |
| 5Y | +12.1% | +144.6% | -132.6% | -28.8% |
| 10Y | +305.4% | +337.1% | -31.7% | +84.1% |
| All | +565.2% | +450.2% | +115.0% | +56.5% |
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 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