+119.2%
AEIS vs ADVB
-97.1%
+216.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.0% | -5.5% | +4.3% |
| 7D | +9.5% | +10.5% | -1.0% | +9.3% |
| 30D | -17.5% | -56.0% | +38.5% | -17.2% |
| 3M | -29.3% | -70.1% | +40.9% | -29.1% |
| 6M | -34.7% | -53.7% | +19.0% | -34.6% |
| YTD | +10.7% | -60.3% | +71.0% | +10.5% |
| 1Y | +7.4% | -73.1% | +80.5% | +8.6% |
| All | +119.2% | -97.1% | +216.3% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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