+215.4%
ADSK vs AEIS
+562.2%
-346.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | -1.3% |
| 7D | -2.5% | +2.3% | -4.8% | -3.4% |
| 30D | -14.9% | -14.8% | -0.1% | -10.9% |
| 3M | +3.3% | -15.6% | +18.9% | +4.2% |
| 6M | -15.7% | -8.7% | -7.0% | -20.6% |
| YTD | -28.2% | +37.3% | -65.6% | -44.5% |
| 1Y | -34.5% | +80.3% | -114.9% | -56.0% |
| 3Y | -2.9% | +177.9% | -180.8% | -49.7% |
| 5Y | -25.3% | +235.8% | -261.2% | -65.4% |
| All | +215.4% | +562.2% | -346.8% | -12.0% |
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