+93.5%
AA vs AEIS
+2,072.0%
-1,978.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +5.3% | +23.2% | -17.9% | +0.1% |
| 30D | -2.3% | -17.0% | +14.7% | +1.3% |
| 3M | -20.8% | -32.2% | +11.3% | -14.4% |
| 6M | -39.8% | -32.6% | -7.3% | -35.8% |
| YTD | -23.3% | +9.4% | -32.7% | -27.8% |
| 1Y | +1.8% | +7.7% | -5.8% | -3.8% |
| 3Y | +69.5% | +157.9% | -88.4% | +29.8% |
| 5Y | -18.0% | +154.8% | -172.7% | -37.1% |
| 10Y | +45.7% | +355.2% | -309.6% | -1.9% |
| All | +93.5% | +2,072.0% | -1,978.5% | -13.0% |
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