+111.0%
AEIS vs ALC
-11.2%
+122.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +6.9% |
| 7D | -11.3% | +4.9% | -16.2% | -13.4% |
| 30D | -32.6% | +19.0% | -51.5% | -38.0% |
| 3M | -39.2% | +7.8% | -46.9% | -42.0% |
| 6M | -45.4% | +14.6% | -59.9% | -50.1% |
| YTD | -5.8% | -4.4% | -1.4% | -6.2% |
| 1Y | -10.0% | +1.4% | -11.4% | -13.7% |
| 3Y | +121.2% | +2.5% | +118.6% | +104.5% |
| All | +111.0% | -11.2% | +122.2% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling