+61.0%
AA vs AEIS
+93.3%
-32.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.8% |
| 7D | -0.7% | +3.0% | -3.7% | -1.6% |
| 30D | +5.0% | -14.6% | +19.6% | +9.6% |
| 3M | -35.8% | -12.4% | -23.4% | -35.1% |
| 6M | -18.4% | -15.0% | -3.4% | -18.6% |
| YTD | -5.5% | +34.3% | -39.8% | -24.0% |
| 1Y | +61.0% | +87.4% | -26.4% | +24.2% |
| All | +61.0% | +93.3% | -32.4% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling