+29.1%
ABNB vs AEIS
+131.8%
-102.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +4.3% |
| 7D | -1.7% | +11.5% | -13.2% | -5.1% |
| 30D | +11.8% | -15.8% | +27.6% | +15.5% |
| 3M | +0.9% | -33.3% | +34.2% | +10.5% |
| 6M | +40.5% | -35.2% | +75.7% | +49.0% |
| YTD | +37.6% | +5.0% | +32.6% | +14.5% |
| 1Y | +54.1% | +8.5% | +45.6% | +25.9% |
| 3Y | +56.8% | +152.9% | -96.1% | -21.8% |
| 5Y | -9.6% | +144.6% | -154.2% | -56.0% |
| All | +29.1% | +131.8% | -102.7% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling