+9.3%
ABT vs AEIS
+172.0%
-162.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -4.7% | +6.5% | -11.2% | -4.5% |
| 30D | -3.1% | -9.2% | +6.1% | -3.4% |
| 3M | +16.1% | -8.3% | +24.5% | +15.8% |
| 6M | -5.3% | -6.3% | +1.0% | -5.8% |
| YTD | -14.4% | +36.5% | -51.0% | -15.5% |
| 1Y | -18.4% | +84.8% | -103.2% | -20.3% |
| All | +9.3% | +172.0% | -162.7% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling