+957.8%
AAOI vs AEIS
+1,535.0%
-577.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | -1.3% |
| 7D | -0.2% | +2.3% | -2.4% | -1.6% |
| 30D | -23.7% | -14.8% | -8.9% | -14.1% |
| 3M | -39.0% | -15.6% | -23.4% | -29.3% |
| 6M | -17.0% | -8.7% | -8.3% | -8.7% |
| YTD | +202.2% | +37.3% | +164.9% | +156.6% |
| 1Y | +292.4% | +80.3% | +212.1% | +186.7% |
| 3Y | +804.4% | +177.9% | +626.4% | +468.9% |
| 5Y | +1,318.0% | +235.8% | +1,082.2% | +695.4% |
| 10Y | +436.7% | +558.6% | -121.9% | +95.6% |
| All | +957.8% | +1,535.0% | -577.2% | +168.4% |
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