-22.5%
AAL vs AEIS
+2,072.5%
-2,095.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.5% | -2.1% |
| 7D | +3.4% | +9.5% | -6.0% | -1.1% |
| 30D | +11.7% | -17.5% | +29.2% | +18.9% |
| 3M | -7.8% | -29.3% | +21.5% | +3.6% |
| 6M | +10.2% | -34.7% | +45.0% | +23.7% |
| YTD | -8.0% | +10.7% | -18.7% | -22.3% |
| 1Y | +8.5% | +7.4% | +1.2% | -7.1% |
| 3Y | +19.5% | +161.1% | -141.6% | -36.2% |
| 5Y | -33.9% | +150.7% | -184.6% | -64.7% |
| 10Y | -66.0% | +360.8% | -426.9% | -88.2% |
| All | -22.5% | +2,072.5% | -2,095.0% | -91.8% |
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