+87.4%
AEIS vs ALK
-33.1%
+120.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +3.0% | -0.7% | +3.6% | +3.2% |
| 30D | -14.6% | -19.2% | +4.6% | -7.1% |
| 3M | -12.4% | -1.5% | -10.9% | -11.8% |
| 6M | -15.0% | -13.1% | -1.9% | -12.0% |
| YTD | +34.3% | -16.4% | +50.7% | +38.4% |
| 1Y | +87.4% | -33.1% | +120.4% | +93.1% |
| All | +87.4% | -33.1% | +120.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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