+7.7%
AEIS vs ALC
-11.3%
+19.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.5% |
| 7D | +23.2% | -6.2% | +29.4% | +20.5% |
| 30D | -17.0% | +14.0% | -31.0% | -14.1% |
| 3M | -32.2% | -2.4% | -29.8% | -31.0% |
| 6M | -32.6% | +12.6% | -45.2% | -31.6% |
| YTD | +9.4% | -8.4% | +17.8% | +17.0% |
| 1Y | +7.7% | -9.1% | +16.8% | +15.6% |
| All | +7.7% | -11.3% | +19.0% | +15.6% |
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