+179.7%
AEIS vs SFM
+96.9%
+82.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.3% | +3.5% |
| 7D | +8.1% | -5.8% | +14.0% | +8.8% |
| 30D | -11.1% | -11.4% | +0.2% | -10.1% |
| 3M | -5.6% | -12.2% | +6.5% | -4.7% |
| 6M | -0.6% | -5.2% | +4.5% | -1.4% |
| YTD | +38.0% | -4.5% | +42.5% | +36.6% |
| 1Y | +87.2% | -45.4% | +132.6% | +112.2% |
| 3Y | +179.7% | +91.1% | +88.6% | +109.4% |
| All | +179.7% | +96.9% | +82.8% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling