+240.9%
AEIS vs EXEL
+191.3%
+49.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.3% |
| 7D | +8.1% | +1.4% | +6.8% | +7.7% |
| 30D | -11.1% | +6.7% | -17.8% | -12.8% |
| 3M | -5.6% | +11.5% | -17.1% | -8.9% |
| 6M | -0.6% | +38.8% | -39.4% | -10.0% |
| YTD | +38.0% | +31.6% | +6.5% | +26.7% |
| 1Y | +87.2% | +53.0% | +34.2% | +64.4% |
| 3Y | +179.7% | +160.8% | +18.9% | +102.0% |
| All | +240.9% | +191.3% | +49.6% | +109.3% |
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