+2,190.6%
ADSK vs AEIS
+2,610.7%
-420.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -14.5% | +6.5% | -21.0% | -15.9% |
| 30D | -19.3% | -9.2% | -10.1% | -17.9% |
| 3M | -7.8% | -8.3% | +0.6% | -9.2% |
| 6M | -20.8% | -6.3% | -14.4% | -23.8% |
| YTD | -30.2% | +36.5% | -66.7% | -39.5% |
| 1Y | -36.5% | +84.8% | -121.2% | -49.4% |
| 3Y | -5.7% | +176.6% | -182.3% | -33.9% |
| 5Y | -28.2% | +237.1% | -265.3% | -52.1% |
| 10Y | +209.1% | +554.7% | -345.6% | +69.4% |
| All | +2,190.6% | +2,610.7% | -420.0% | +594.1% |
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