+87.4%
AEIS vs AMP
+11.4%
+76.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.0% | +0.2% | +2.7% | +2.9% |
| 30D | -14.6% | -0.1% | -14.6% | -14.7% |
| 3M | -12.4% | +23.6% | -36.0% | -16.7% |
| 6M | -15.0% | +20.4% | -35.3% | -18.9% |
| YTD | +34.3% | +15.4% | +18.9% | +27.0% |
| 1Y | +87.4% | +11.0% | +76.4% | +73.0% |
| All | +87.4% | +11.4% | +76.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling