+81.8%
AEIS vs EXEL
+52.4%
+29.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | -9.2% | +10.1% | -19.3% | -11.2% |
| 3M | -8.3% | +10.1% | -18.4% | -10.9% |
| 6M | -6.3% | +37.7% | -44.0% | -16.1% |
| YTD | +36.5% | +33.1% | +3.4% | +23.6% |
| All | +81.8% | +52.4% | +29.5% | +54.2% |
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