-32.5%
AAL vs AEIS
+228.8%
-261.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.9% |
| 7D | -0.3% | +8.1% | -8.4% | -3.9% |
| 30D | -19.0% | -11.1% | -7.9% | -15.2% |
| 3M | -5.1% | -5.6% | +0.6% | -6.8% |
| 6M | +15.5% | -0.6% | +16.1% | +7.2% |
| YTD | -15.8% | +38.0% | -53.8% | -35.9% |
| 1Y | -0.3% | +87.2% | -87.5% | -37.0% |
| 3Y | -7.7% | +179.7% | -187.3% | -56.5% |
| 5Y | -32.5% | +241.7% | -274.3% | -73.2% |
| All | -32.5% | +228.8% | -261.3% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling