+87.2%
AEIS vs ALC
-12.7%
+100.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +2.6% |
| 7D | +8.1% | -3.7% | +11.8% | +7.8% |
| 30D | -11.1% | -3.7% | -7.4% | -11.5% |
| 3M | -5.6% | +4.6% | -10.2% | -6.2% |
| 6M | -0.6% | -14.6% | +14.0% | +3.6% |
| YTD | +38.0% | -11.9% | +49.9% | +43.3% |
| 1Y | +87.2% | -13.1% | +100.4% | +93.8% |
| All | +87.2% | -12.7% | +100.0% | +93.8% |
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