+154.8%
AEIS vs EXEL
+289.1%
-134.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +23.2% | +1.6% | +21.6% | +22.8% |
| 30D | -17.0% | +17.4% | -34.4% | -20.1% |
| 3M | -32.2% | +38.6% | -70.8% | -37.6% |
| 6M | -32.6% | +41.2% | -73.8% | -38.7% |
| YTD | +9.4% | +59.3% | -50.0% | -4.3% |
| 1Y | +7.7% | +60.2% | -52.5% | -6.0% |
| 3Y | +157.9% | +232.6% | -74.6% | +73.9% |
| 5Y | +154.8% | +285.9% | -131.1% | +51.9% |
| All | +154.8% | +289.1% | -134.3% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling