-44.0%
ACI vs AEIS
+238.7%
-282.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.4% |
| 7D | -5.0% | +6.5% | -11.5% | -5.1% |
| 30D | -2.3% | -9.2% | +6.9% | -2.2% |
| 3M | -23.2% | -8.3% | -14.8% | -23.3% |
| 6M | -29.5% | -6.3% | -23.1% | -29.9% |
| YTD | -28.6% | +36.5% | -65.1% | -30.9% |
| 1Y | -34.0% | +84.8% | -118.8% | -37.7% |
| 3Y | -45.0% | +176.6% | -221.6% | -50.7% |
| 5Y | -44.0% | +237.1% | -281.1% | -52.7% |
| All | -44.0% | +238.7% | -282.8% | -52.7% |
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