+476.0%
A vs AEIS
+603.5%
-127.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | -1.9% | +3.0% | -4.9% | -2.9% |
| 30D | +6.9% | -14.6% | +21.6% | +11.7% |
| 3M | +9.2% | -12.4% | +21.7% | +10.2% |
| 6M | +25.7% | -15.0% | +40.6% | +25.6% |
| YTD | +11.5% | +34.3% | -22.8% | -4.9% |
| 1Y | +18.4% | +87.4% | -69.0% | -10.7% |
| 3Y | +26.6% | +139.8% | -113.2% | -15.1% |
| 5Y | -12.8% | +220.7% | -233.5% | -48.3% |
| 10Y | +247.2% | +531.6% | -284.4% | +42.6% |
| All | +476.0% | +603.5% | -127.5% | +28.0% |
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