-65.2%
AAL vs AEIS
+531.1%
-596.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -16.0% | -16.4% | +0.5% | -9.5% |
| 3M | -4.2% | -11.1% | +6.9% | -3.2% |
| 6M | +15.7% | -12.0% | +27.7% | +14.9% |
| YTD | -16.2% | +30.9% | -47.0% | -32.8% |
| 1Y | +0.2% | +74.3% | -74.1% | -31.3% |
| 3Y | -8.1% | +165.2% | -173.3% | -51.1% |
| 5Y | -32.2% | +220.0% | -252.2% | -67.9% |
| All | -65.2% | +531.1% | -596.3% | -89.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling