+176.3%
AEIS vs KMX
-26.3%
+202.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +6.5% | -1.9% | +8.3% | +7.0% |
| 30D | -9.2% | +2.6% | -11.7% | -10.2% |
| 3M | -8.3% | +25.6% | -33.9% | -16.0% |
| 6M | -6.3% | +41.9% | -48.2% | -19.1% |
| YTD | +36.5% | +56.0% | -19.5% | +12.5% |
| 1Y | +84.8% | -1.8% | +86.5% | +81.8% |
| All | +176.3% | -26.3% | +202.6% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling