+176.3%
AEIS vs ITUB
+114.2%
+62.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.2% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | -9.2% | +2.6% | -11.8% | -10.6% |
| 3M | -8.3% | +8.4% | -16.8% | -12.5% |
| 6M | -6.3% | -0.5% | -5.8% | -6.7% |
| YTD | +36.5% | +15.3% | +21.2% | +28.4% |
| 1Y | +84.8% | +28.7% | +56.1% | +65.7% |
| All | +176.3% | +114.2% | +62.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 3y: compounded portfolio wealth divided by compounded ITUB 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…
3y analysis · Full analysis span regression · 6 months rolling