+3,923.6%
AEIS vs KMX
+475.4%
+3,448.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +3.0% | +1.9% | +1.1% | +2.4% |
| 30D | -14.6% | +11.7% | -26.3% | -17.8% |
| 3M | -12.4% | +34.9% | -47.3% | -21.0% |
| 6M | -15.0% | +50.3% | -65.2% | -26.7% |
| YTD | +34.3% | +63.8% | -29.5% | +11.7% |
| 1Y | +87.4% | +3.8% | +83.5% | +76.0% |
| 3Y | +139.8% | -24.3% | +164.1% | +146.0% |
| 5Y | +220.7% | -50.2% | +271.0% | +260.8% |
| 10Y | +531.6% | +5.4% | +526.2% | +450.0% |
| All | +3,923.6% | +475.4% | +3,448.2% | +1,072.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling