+306.8%
AEIS vs ALK
-41.7%
+348.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.8% |
| 7D | -11.3% | +9.0% | -20.3% | -15.4% |
| 30D | -32.6% | -1.6% | -30.9% | -33.0% |
| 3M | -39.2% | -23.2% | -16.0% | -32.7% |
| 6M | -45.4% | -3.9% | -41.5% | -45.8% |
| YTD | -5.8% | -22.6% | +16.8% | +1.0% |
| 1Y | -10.0% | -5.3% | -4.7% | -12.3% |
| 3Y | +121.2% | +18.6% | +102.6% | +81.3% |
| 5Y | +110.6% | -34.4% | +145.0% | +121.2% |
| All | +306.8% | -41.7% | +348.6% | +295.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling