-65.0%
AAL vs AEIS
+558.2%
-623.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -1.3% | +6.5% | -7.8% | -4.2% |
| 30D | -13.7% | -9.2% | -4.6% | -10.6% |
| 3M | -8.2% | -8.3% | +0.2% | -8.3% |
| 6M | +13.1% | -6.3% | +19.4% | +9.1% |
| YTD | -15.6% | +36.5% | -52.1% | -33.6% |
| 1Y | +1.4% | +84.8% | -83.4% | -32.3% |
| 3Y | -7.4% | +176.6% | -184.0% | -51.7% |
| 5Y | -35.9% | +237.1% | -273.0% | -70.4% |
| All | -65.0% | +558.2% | -623.2% | -89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling