+1,554.3%
AEIS vs ALM
+7,705.7%
-6,151.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.4% |
| 7D | +3.0% | -2.6% | +5.6% | +3.0% |
| 30D | -14.6% | +32.0% | -46.7% | -14.7% |
| 3M | -12.4% | -15.0% | +2.6% | -12.4% |
| 6M | -15.0% | -10.1% | -4.8% | -15.0% |
| YTD | +34.3% | +99.4% | -65.1% | +34.3% |
| 1Y | +87.4% | +316.4% | -229.0% | +87.3% |
| 3Y | +139.8% | +2,022.0% | -1,882.2% | +140.1% |
| 5Y | +220.7% | +941.2% | -720.4% | +221.0% |
| 10Y | +531.6% | +2,950.3% | -2,418.8% | +535.5% |
| All | +1,554.3% | +7,705.7% | -6,151.5% | +1,618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling