+2,309.1%
AEIS vs AMBA
+837.3%
+1,471.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +3.0% | -11.0% | +13.9% | +7.0% |
| 30D | -14.6% | -23.2% | +8.5% | -6.8% |
| 3M | -12.4% | -12.7% | +0.3% | -9.5% |
| 6M | -15.0% | +11.2% | -26.2% | -20.1% |
| YTD | +34.3% | -11.2% | +45.5% | +34.6% |
| 1Y | +87.4% | -22.5% | +109.9% | +94.2% |
| 3Y | +139.8% | -1.3% | +141.1% | +119.0% |
| 5Y | +220.7% | -54.2% | +274.9% | +235.7% |
| 10Y | +531.6% | -6.1% | +537.7% | +388.9% |
| All | +2,309.1% | +837.3% | +1,471.8% | +1,145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling