-14.3%
AAOI vs AEIS
-10.3%
-3.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | 0.0% |
| 7D | +2.9% | -0.2% | +3.1% | +3.3% |
| 30D | -23.1% | -16.4% | -6.7% | -6.2% |
| 3M | -41.0% | -11.1% | -29.9% | -31.8% |
| 6M | -14.3% | -12.0% | -2.2% | -12.9% |
| All | -14.3% | -10.3% | -3.9% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling