+141.9%
AEIS vs AMBA
-69.1%
+211.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | -6.9% | -2.6% | -4.2% | -5.4% |
| 30D | -23.2% | -10.5% | -12.7% | -19.2% |
| 3M | -29.5% | -26.4% | -3.1% | -20.2% |
| 6M | -37.9% | -20.9% | -17.0% | -33.9% |
| YTD | +6.0% | -14.8% | +20.8% | +7.5% |
| 1Y | +1.2% | -36.1% | +37.3% | +13.7% |
| 3Y | +150.0% | +20.2% | +129.7% | +104.8% |
| 5Y | +141.9% | -67.2% | +209.1% | +160.1% |
| All | +141.9% | -69.1% | +211.0% | +160.1% |
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