+987.7%
AEIS vs ITUB
+1,959.7%
-972.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.0% |
| 7D | +8.1% | +8.2% | -0.1% | +4.8% |
| 30D | -11.1% | +4.7% | -15.8% | -13.0% |
| 3M | -5.6% | +13.0% | -18.7% | -10.4% |
| 6M | -0.6% | +4.2% | -4.8% | -2.5% |
| YTD | +38.0% | +18.6% | +19.5% | +29.2% |
| 1Y | +87.2% | +31.3% | +56.0% | +68.3% |
| 3Y | +179.7% | +124.9% | +54.8% | +101.3% |
| 5Y | +241.7% | +195.6% | +46.1% | +111.4% |
| 10Y | +547.2% | +196.4% | +350.8% | +260.5% |
| All | +987.7% | +1,959.7% | -972.0% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling