+87.4%
AEIS vs SFM
-41.4%
+128.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.6% |
| 7D | +3.0% | -0.1% | +3.0% | +2.9% |
| 30D | -14.6% | -4.4% | -10.3% | -14.8% |
| 3M | -12.4% | +1.5% | -14.0% | -12.3% |
| 6M | -15.0% | +6.5% | -21.4% | -15.0% |
| YTD | +34.3% | +2.2% | +32.1% | +34.9% |
| 1Y | +87.4% | -41.9% | +129.3% | +123.9% |
| All | +87.4% | -41.4% | +128.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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