+314.1%
AEIS vs ALC
+32.2%
+281.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.3% | +11.0% | +11.2% |
| 7D | +1.0% | +2.1% | -1.1% | -0.8% |
| 30D | -24.0% | +17.2% | -41.2% | -31.5% |
| 3M | -32.5% | +4.6% | -37.1% | -35.6% |
| 6M | -38.6% | +20.1% | -58.7% | -47.0% |
| YTD | +4.8% | -4.2% | +9.0% | +2.8% |
| 1Y | +1.3% | +2.1% | -0.7% | -5.1% |
| 3Y | +159.2% | +4.5% | +154.8% | +130.3% |
| 5Y | +140.8% | -12.3% | +153.2% | +139.0% |
| All | +314.1% | +32.2% | +281.9% | +188.2% |
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