+26.3%
ACI vs AEIS
+335.7%
-309.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | +0.2% | +3.0% | -2.8% | +0.1% |
| 30D | +5.9% | -14.6% | +20.6% | +6.1% |
| 3M | -19.8% | -12.4% | -7.3% | -19.8% |
| 6M | -24.7% | -15.0% | -9.8% | -24.8% |
| YTD | -24.4% | +34.3% | -58.7% | -26.0% |
| 1Y | -31.5% | +87.4% | -118.9% | -34.2% |
| 3Y | -38.7% | +139.8% | -178.5% | -42.5% |
| 5Y | -42.8% | +220.7% | -263.5% | -48.0% |
| All | +26.3% | +335.7% | -309.4% | +11.1% |
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