+554.7%
AEIS vs ALM
+3,082.3%
-2,527.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.9% |
| 7D | +6.5% | +3.6% | +2.8% | +6.2% |
| 30D | -9.2% | +33.8% | -43.0% | -10.9% |
| 3M | -8.3% | +14.8% | -23.1% | -9.4% |
| 6M | -6.3% | -7.0% | +0.6% | -6.8% |
| YTD | +36.5% | +108.1% | -71.6% | +31.1% |
| 1Y | +84.8% | +313.8% | -229.0% | +72.1% |
| 3Y | +176.6% | +2,227.6% | -2,051.0% | +135.5% |
| 5Y | +237.1% | +956.6% | -719.5% | +193.2% |
| 10Y | +554.7% | +3,082.3% | -2,527.6% | +419.4% |
| All | +554.7% | +3,082.3% | -2,527.6% | +419.4% |
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