+356.2%
AEIS vs ALM
+2,040.7%
-1,684.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.2% | +8.3% | +1.6% |
| 7D | -6.9% | -6.3% | -0.6% | -6.4% |
| 30D | -23.2% | -31.4% | +8.2% | -21.1% |
| 3M | -29.5% | -40.6% | +11.1% | -27.0% |
| 6M | -37.9% | -58.6% | +20.7% | -34.6% |
| YTD | +6.0% | -7.6% | +13.6% | +7.2% |
| 1Y | +1.2% | +13.8% | -12.6% | +1.3% |
| 3Y | +150.0% | +842.1% | -692.2% | +124.3% |
| 5Y | +141.9% | +407.4% | -265.5% | +119.5% |
| 10Y | +356.2% | +2,079.4% | -1,723.2% | +280.2% |
| All | +356.2% | +2,040.7% | -1,684.5% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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