+86.4%
AEIS vs ADVB
-97.5%
+184.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +1.9% | +6.0% |
| 7D | -11.3% | -13.9% | +2.6% | -11.1% |
| 30D | -32.6% | -68.1% | +35.5% | -32.1% |
| 3M | -39.2% | -73.4% | +34.2% | -38.8% |
| 6M | -45.4% | -70.8% | +25.4% | -44.9% |
| YTD | -5.8% | -66.1% | +60.3% | -5.7% |
| 1Y | -10.0% | -77.5% | +67.5% | -8.6% |
| All | +86.4% | -97.5% | +184.0% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling