+150.7%
AEIS vs SBAC
-39.8%
+190.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.6% |
| 7D | +9.5% | -2.8% | +12.3% | +9.9% |
| 30D | -17.5% | +3.1% | -20.6% | -18.1% |
| 3M | -29.3% | +5.1% | -34.4% | -30.1% |
| 6M | -34.7% | -11.4% | -23.3% | -33.4% |
| YTD | +10.7% | +0.2% | +10.5% | +9.0% |
| 1Y | +7.4% | -3.9% | +11.3% | +7.0% |
| 3Y | +161.1% | -7.7% | +168.8% | +153.9% |
| 5Y | +150.7% | -39.7% | +190.5% | +183.8% |
| All | +150.7% | -39.8% | +190.5% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling