+1,589.6%
AEIS vs AMBA
+772.6%
+817.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.1% | 0.0% | +4.0% |
| 7D | -11.3% | -7.2% | -4.0% | -8.6% |
| 30D | -32.6% | -10.4% | -22.2% | -29.7% |
| 3M | -39.2% | -30.1% | -9.0% | -31.3% |
| 6M | -45.4% | -22.4% | -22.9% | -41.8% |
| YTD | -5.8% | -17.3% | +11.5% | -3.1% |
| 1Y | -10.0% | -35.4% | +25.4% | -0.6% |
| 3Y | +121.2% | +18.6% | +102.5% | +91.4% |
| 5Y | +110.6% | -69.8% | +180.5% | +151.6% |
| 10Y | +326.6% | +1.1% | +325.5% | +231.4% |
| All | +1,589.6% | +772.6% | +817.0% | +796.1% |
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