+2,412.8%
ABT vs AEIS
+2,072.0%
+340.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.8% |
| 7D | -5.6% | +23.2% | -28.8% | -6.9% |
| 30D | +5.2% | -17.0% | +22.2% | +6.0% |
| 3M | -2.7% | -32.2% | +29.4% | -0.8% |
| 6M | +28.8% | -32.6% | +61.4% | +30.4% |
| YTD | -12.3% | +9.4% | -21.6% | -14.6% |
| 1Y | -14.7% | +7.7% | -22.3% | -16.9% |
| 3Y | +21.6% | +157.9% | -136.4% | +9.4% |
| 5Y | -7.8% | +154.8% | -162.5% | -17.5% |
| 10Y | +222.5% | +355.2% | -132.8% | +170.7% |
| All | +2,412.8% | +2,072.0% | +340.8% | +1,602.5% |
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