+2,138.1%
AEIS vs SM
+962.9%
+1,175.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -2.7% | +14.1% | +11.8% |
| 7D | +1.0% | -22.3% | +23.2% | +6.1% |
| 30D | -24.0% | -21.4% | -2.7% | -20.5% |
| 3M | -32.5% | +1.4% | -33.9% | -33.2% |
| 6M | -38.6% | +0.1% | -38.7% | -39.9% |
| YTD | +4.8% | +59.0% | -54.1% | -7.9% |
| 1Y | +1.3% | +64.3% | -63.0% | -11.9% |
| 3Y | +159.2% | -13.1% | +172.4% | +150.4% |
| 5Y | +140.8% | -13.9% | +154.7% | +122.0% |
| 10Y | +349.8% | +1.7% | +348.1% | +162.9% |
| All | +2,138.1% | +962.9% | +1,175.3% | +600.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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