+430.4%
AEIS vs ALC
+24.0%
+406.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.7% |
| 7D | +3.0% | -2.1% | +5.1% | +4.2% |
| 30D | -14.6% | -0.1% | -14.6% | -15.1% |
| 3M | -12.4% | +5.9% | -18.3% | -16.9% |
| 6M | -15.0% | -15.9% | +1.0% | -7.7% |
| YTD | +34.3% | -10.1% | +44.4% | +38.8% |
| 1Y | +87.4% | -10.2% | +97.6% | +92.7% |
| 3Y | +139.8% | -13.6% | +153.3% | +145.4% |
| 5Y | +220.7% | -15.1% | +235.9% | +226.8% |
| All | +430.4% | +24.0% | +406.4% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling