-27.8%
AAL vs AEIS
+2,534.9%
-2,562.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.1% |
| 7D | -3.7% | +3.0% | -6.7% | -5.1% |
| 30D | -20.8% | -14.6% | -6.2% | -15.4% |
| 3M | -1.3% | -12.4% | +11.2% | +0.5% |
| 6M | +5.4% | -15.0% | +20.3% | +6.9% |
| YTD | -14.4% | +34.3% | -48.6% | -31.4% |
| 1Y | +2.1% | +87.4% | -85.3% | -31.1% |
| 3Y | -10.6% | +139.8% | -150.3% | -48.5% |
| 5Y | -32.2% | +220.7% | -253.0% | -66.6% |
| 10Y | -62.7% | +531.6% | -594.3% | -88.5% |
| All | -27.8% | +2,534.9% | -2,562.8% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling