+8.6%
AEIS vs ALC
+4.2%
+4.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.8% | -18.0% | -8.7% |
| 7D | -12.7% | +10.7% | -23.4% | -9.4% |
| 30D | -28.8% | +20.2% | -49.0% | -24.6% |
| 3M | -38.0% | +8.9% | -46.9% | -35.2% |
| 6M | -45.3% | +5.7% | -51.0% | -41.9% |
| YTD | +1.1% | -1.4% | +2.6% | +10.7% |
| 1Y | +8.6% | +4.7% | +3.9% | +17.5% |
| All | +8.6% | +4.2% | +4.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling