+231.8%
AEIS vs ITUB
+186.2%
+45.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.8% |
| 7D | +2.3% | +2.2% | +0.1% | +1.4% |
| 30D | -14.8% | +12.6% | -27.4% | -18.6% |
| 3M | -15.6% | +6.4% | -22.0% | -17.9% |
| 6M | -8.7% | +0.6% | -9.3% | -9.3% |
| YTD | +37.3% | +18.8% | +18.5% | +29.7% |
| 1Y | +80.3% | +31.0% | +49.3% | +64.9% |
| 3Y | +177.9% | +118.1% | +59.9% | +117.3% |
| All | +231.8% | +186.2% | +45.6% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling