+349.8%
AEIS vs AMBA
+12.8%
+337.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +5.3% | +6.0% | +9.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.5% |
| 30D | -24.0% | -8.6% | -15.4% | -20.6% |
| 3M | -32.5% | -29.0% | -3.5% | -22.3% |
| 6M | -38.6% | -19.2% | -19.4% | -35.2% |
| YTD | +4.8% | -13.0% | +17.8% | +5.5% |
| 1Y | +1.3% | -31.3% | +32.6% | +10.7% |
| 3Y | +159.2% | +28.1% | +131.1% | +105.2% |
| 5Y | +140.8% | -69.4% | +210.3% | +195.9% |
| 10Y | +349.8% | +7.6% | +342.2% | +166.4% |
| All | +349.8% | +12.8% | +337.0% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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