-11.6%
ABT vs AEIS
+219.6%
-231.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.6% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -5.8% | -16.4% | +10.6% | -5.1% |
| 3M | +16.7% | -11.1% | +27.9% | +16.3% |
| 6M | -5.2% | -12.0% | +6.8% | -6.1% |
| YTD | -16.0% | +30.9% | -46.8% | -20.3% |
| 1Y | -18.3% | +74.3% | -92.6% | -25.4% |
| 3Y | +9.2% | +165.2% | -156.0% | -9.0% |
| 5Y | -11.6% | +220.0% | -231.6% | -32.8% |
| All | -11.6% | +219.6% | -231.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling