+220.0%
AEIS vs AMP
+118.7%
+101.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | -0.2% | -2.0% | +1.8% | +1.2% |
| 30D | -16.4% | -1.7% | -14.7% | -15.6% |
| 3M | -11.1% | +23.2% | -34.4% | -24.5% |
| 6M | -12.0% | +22.2% | -34.2% | -25.2% |
| YTD | +30.9% | +14.0% | +16.9% | +15.5% |
| 1Y | +74.3% | +14.0% | +60.3% | +53.5% |
| 3Y | +165.2% | +67.0% | +98.2% | +72.9% |
| 5Y | +220.0% | +123.2% | +96.8% | +62.5% |
| All | +220.0% | +118.7% | +101.3% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling