+589.9%
AEIS vs SBAC
+2,222.3%
-1,632.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | +11.5% | +0.6% | +10.9% | +11.3% |
| 30D | -15.8% | +5.5% | -21.2% | -17.3% |
| 3M | -33.3% | +3.1% | -36.4% | -34.3% |
| 6M | -35.2% | -7.0% | -28.2% | -35.1% |
| YTD | +5.0% | +0.5% | +4.5% | +2.2% |
| 1Y | +8.5% | +0.2% | +8.2% | +5.6% |
| 3Y | +152.9% | -7.4% | +160.2% | +145.8% |
| 5Y | +144.6% | -39.7% | +184.3% | +163.3% |
| 10Y | +337.1% | +112.5% | +224.6% | +236.9% |
| All | +589.9% | +2,222.3% | -1,632.5% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling