+219.9%
AEIS vs AMBA
-54.5%
+274.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +3.0% | -11.0% | +13.9% | +7.7% |
| 30D | -14.6% | -23.2% | +8.5% | -5.4% |
| 3M | -12.4% | -12.7% | +0.3% | -9.2% |
| 6M | -15.0% | +11.2% | -26.2% | -21.4% |
| YTD | +34.3% | -11.2% | +45.5% | +33.8% |
| 1Y | +87.4% | -22.5% | +109.9% | +93.7% |
| 3Y | +139.8% | -1.3% | +141.1% | +110.5% |
| All | +219.9% | -54.5% | +274.4% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling