+356.2%
AEIS vs ALK
-39.7%
+395.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -6.9% | +12.9% | -19.8% | -12.1% |
| 30D | -23.2% | +5.5% | -28.7% | -25.9% |
| 3M | -29.5% | -12.1% | -17.4% | -26.4% |
| 6M | -37.9% | +1.7% | -39.6% | -39.8% |
| YTD | +6.0% | -17.4% | +23.4% | +10.6% |
| 1Y | +1.2% | -1.9% | +3.2% | -2.6% |
| 3Y | +150.0% | +21.2% | +128.7% | +103.5% |
| 5Y | +141.9% | -27.8% | +169.7% | +143.8% |
| 10Y | +356.2% | -41.0% | +397.2% | +329.1% |
| All | +356.2% | -39.7% | +395.9% | +329.1% |
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 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