+146.5%
AEIS vs KMX
-64.6%
+211.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | +11.5% | +3.4% | +8.1% | +10.4% |
| 30D | -15.8% | +6.8% | -22.6% | -18.3% |
| 3M | -33.3% | -11.4% | -21.9% | -31.3% |
| 6M | -35.2% | +43.6% | -78.8% | -44.5% |
| YTD | +5.0% | +37.7% | -32.7% | -10.9% |
| 1Y | +8.5% | +53.0% | -44.5% | -12.1% |
| 3Y | +152.9% | -16.3% | +169.2% | +154.2% |
| All | +146.5% | -64.6% | +211.1% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling