+165.8%
AEIS vs ADVB
-88.3%
+254.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | +3.0% | -3.8% | +6.7% | +3.0% |
| 30D | -14.6% | +17.6% | -32.2% | -14.7% |
| 3M | -12.4% | +119.1% | -131.6% | -12.8% |
| 6M | -15.0% | +103.4% | -118.3% | -15.9% |
| YTD | +34.3% | +59.8% | -25.6% | +33.6% |
| 1Y | +87.4% | +8.5% | +78.8% | +86.7% |
| All | +165.8% | -88.3% | +254.1% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling