+7.4%
AEIS vs SBAC
-2.9%
+10.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.4% |
| 7D | +9.5% | -2.8% | +12.3% | +9.0% |
| 30D | -17.5% | +3.1% | -20.6% | -16.7% |
| 3M | -29.3% | +5.1% | -34.4% | -28.5% |
| 6M | -34.7% | -11.4% | -23.3% | -33.3% |
| YTD | +10.7% | +0.2% | +10.5% | +14.7% |
| 1Y | +7.4% | -3.9% | +11.3% | +15.2% |
| All | +7.4% | -2.9% | +10.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling