+33.3%
ACI vs AEIS
+240.7%
-207.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.8% |
| 7D | +2.3% | +11.5% | -9.2% | +2.4% |
| 30D | +1.2% | -15.8% | +17.0% | +1.2% |
| 3M | +6.8% | -33.3% | +40.1% | +6.9% |
| 6M | -18.7% | -35.2% | +16.5% | -18.7% |
| YTD | -20.2% | +5.0% | -25.2% | -22.0% |
| 1Y | -23.7% | +8.5% | -32.2% | -25.6% |
| 3Y | -31.6% | +152.9% | -184.5% | -37.1% |
| 5Y | -42.8% | +144.6% | -187.4% | -48.0% |
| All | +33.3% | +240.7% | -207.5% | +17.2% |
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