-42.3%
ACI vs AEIS
+145.4%
-187.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -0.5% | +23.2% | -23.7% | -0.1% |
| 30D | +4.9% | -17.0% | +21.9% | +4.9% |
| 3M | +11.1% | -32.2% | +43.3% | +11.3% |
| 6M | -14.9% | -32.6% | +17.6% | -14.9% |
| YTD | -19.6% | +9.4% | -29.0% | -22.0% |
| 1Y | -22.7% | +7.7% | -30.4% | -25.0% |
| 3Y | -31.2% | +157.9% | -189.2% | -39.2% |
| 5Y | -42.3% | +154.8% | -197.1% | -51.6% |
| All | -42.3% | +145.4% | -187.7% | -51.6% |
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