+521.0%
AEIS vs EXEL
+386.3%
+134.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | -16.4% | +11.9% | -28.3% | -18.9% |
| 3M | -11.1% | +9.2% | -20.4% | -13.7% |
| 6M | -12.0% | +39.1% | -51.1% | -19.9% |
| YTD | +30.9% | +31.0% | -0.2% | +20.8% |
| 1Y | +74.3% | +52.3% | +22.0% | +54.3% |
| 3Y | +165.2% | +159.7% | +5.4% | +97.9% |
| 5Y | +220.0% | +187.7% | +32.3% | +128.2% |
| All | +521.0% | +386.3% | +134.7% | +289.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling