+551.6%
AEIS vs KMX
+11.6%
+540.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.4% |
| 7D | +2.3% | -3.1% | +5.4% | +3.5% |
| 30D | -14.8% | +4.4% | -19.3% | -16.6% |
| 3M | -15.6% | +18.9% | -34.5% | -22.6% |
| 6M | -8.7% | +44.3% | -53.0% | -24.2% |
| YTD | +37.3% | +58.7% | -21.4% | +8.0% |
| 1Y | +80.3% | +0.1% | +80.2% | +69.0% |
| 3Y | +177.9% | -24.4% | +202.4% | +188.4% |
| 5Y | +235.8% | -54.4% | +290.2% | +317.3% |
| All | +551.6% | +11.6% | +540.0% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling