+627.3%
AEIS vs SBAC
+2,215.3%
-1,588.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +9.5% | -2.8% | +12.3% | +10.3% |
| 30D | -17.5% | +3.1% | -20.6% | -18.6% |
| 3M | -29.3% | +5.1% | -34.4% | -30.7% |
| 6M | -34.7% | -11.4% | -23.3% | -33.8% |
| YTD | +10.7% | +0.2% | +10.5% | +7.8% |
| 1Y | +7.4% | -3.9% | +11.3% | +5.7% |
| 3Y | +161.1% | -7.7% | +168.8% | +154.1% |
| 5Y | +150.7% | -39.7% | +190.5% | +169.9% |
| 10Y | +360.8% | +111.9% | +248.9% | +255.5% |
| All | +627.3% | +2,215.3% | -1,588.0% | +183.6% |
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