+151.4%
ADBE vs AEIS
+562.2%
-410.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | +0.1% |
| 7D | -5.4% | +2.3% | -7.6% | -5.9% |
| 30D | -2.5% | -14.8% | +12.3% | +0.8% |
| 3M | +15.3% | -15.6% | +30.9% | +16.0% |
| 6M | -7.8% | -8.7% | +0.9% | -12.2% |
| YTD | -27.9% | +37.3% | -65.3% | -41.4% |
| 1Y | -28.0% | +80.3% | -108.4% | -47.7% |
| 3Y | -55.3% | +177.9% | -233.3% | -73.9% |
| 5Y | -61.7% | +235.8% | -297.5% | -79.5% |
| All | +151.4% | +562.2% | -410.8% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling