+353.2%
AEIS vs ALK
-45.1%
+398.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.9% |
| 7D | +23.2% | +0.9% | +22.3% | +22.9% |
| 30D | -17.0% | +3.3% | -20.3% | -19.2% |
| 3M | -32.2% | -17.6% | -14.6% | -27.2% |
| 6M | -32.6% | +0.8% | -33.4% | -34.4% |
| YTD | +9.4% | -22.4% | +31.7% | +17.2% |
| 1Y | +7.7% | -10.1% | +17.7% | +7.6% |
| 3Y | +157.9% | +14.0% | +144.0% | +115.6% |
| 5Y | +154.8% | -29.8% | +184.6% | +159.7% |
| All | +353.2% | -45.1% | +398.3% | +332.7% |
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