+8.6%
AEIS vs EXEL
+92.4%
-83.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.6% | -11.8% | -11.3% |
| 7D | -12.7% | +9.8% | -22.5% | -14.1% |
| 30D | -28.8% | +23.6% | -52.5% | -31.6% |
| 3M | -38.0% | +29.9% | -67.9% | -41.2% |
| 6M | -45.3% | +64.7% | -110.0% | -53.5% |
| YTD | +1.1% | +66.0% | -64.8% | -15.0% |
| 1Y | +8.6% | +92.0% | -83.3% | -25.4% |
| All | +8.6% | +92.4% | -83.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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