+439.1%
AEIS vs ALC
+20.4%
+418.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +6.5% | -5.3% | +11.7% | +9.8% |
| 30D | -9.2% | -7.1% | -2.1% | -5.6% |
| 3M | -8.3% | +0.8% | -9.1% | -10.4% |
| 6M | -6.3% | -16.0% | +9.7% | +1.3% |
| YTD | +36.5% | -12.7% | +49.2% | +43.5% |
| 1Y | +84.8% | -12.8% | +97.6% | +93.2% |
| 3Y | +176.6% | -15.8% | +192.4% | +187.4% |
| 5Y | +237.1% | -16.7% | +253.7% | +246.0% |
| All | +439.1% | +20.4% | +418.8% | +302.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling