+2,514.6%
AEIS vs AMP
+2,108.3%
+406.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | +8.1% | +2.6% | +5.5% | +6.5% |
| 30D | -11.1% | +0.8% | -12.0% | -11.7% |
| 3M | -5.6% | +24.3% | -29.9% | -17.5% |
| 6M | -0.6% | +20.6% | -21.2% | -12.0% |
| YTD | +38.0% | +14.6% | +23.4% | +24.8% |
| 1Y | +87.2% | +14.5% | +72.7% | +69.2% |
| 3Y | +179.7% | +67.9% | +111.7% | +104.3% |
| 5Y | +241.7% | +122.5% | +119.2% | +111.9% |
| 10Y | +547.2% | +573.3% | -26.1% | +108.8% |
| All | +2,514.6% | +2,108.3% | +406.3% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling