+159.2%
AEIS vs AMBA
+23.3%
+135.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +5.3% | +6.0% | +9.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.5% |
| 30D | -24.0% | -8.6% | -15.4% | -20.5% |
| 3M | -32.5% | -29.0% | -3.5% | -21.8% |
| 6M | -38.6% | -19.2% | -19.4% | -35.1% |
| YTD | +4.8% | -13.0% | +17.8% | +4.8% |
| 1Y | +1.3% | -31.3% | +32.6% | +10.6% |
| 3Y | +159.2% | +28.1% | +131.1% | +93.0% |
| All | +159.2% | +23.3% | +135.9% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling