-35.2%
AAL vs AEIS
+142.3%
-177.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.6% |
| 7D | -0.1% | +11.5% | -11.6% | -4.6% |
| 30D | +11.7% | -15.8% | +27.5% | +17.4% |
| 3M | -12.5% | -33.3% | +20.8% | +0.6% |
| 6M | +3.6% | -35.2% | +38.8% | +16.0% |
| YTD | -14.1% | +5.0% | -19.1% | -29.0% |
| 1Y | +0.8% | +8.5% | -7.7% | -18.4% |
| 3Y | +11.8% | +152.9% | -141.1% | -48.9% |
| All | -35.2% | +142.3% | -177.5% | -72.5% |
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 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