+1.4%
AAL vs AEIS
+85.4%
-84.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -1.3% | +6.5% | -7.8% | -2.9% |
| 30D | -13.7% | -9.2% | -4.6% | -11.9% |
| 3M | -8.2% | -8.3% | +0.2% | -8.7% |
| 6M | +13.1% | -6.3% | +19.4% | +8.9% |
| YTD | -15.6% | +36.5% | -52.1% | -29.9% |
| 1Y | +1.4% | +84.8% | -83.4% | -23.6% |
| All | +1.4% | +85.4% | -84.0% | -23.6% |
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