+2,766.8%
AEIS vs SM
+1,230.9%
+1,535.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.9% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -14.6% | +26.3% | -41.0% | -18.6% |
| 3M | -12.4% | +8.7% | -21.1% | -14.9% |
| 6M | -15.0% | +51.7% | -66.6% | -23.8% |
| YTD | +34.3% | +99.0% | -64.8% | +13.5% |
| 1Y | +87.4% | +34.6% | +52.8% | +69.7% |
| 3Y | +139.8% | -7.8% | +147.5% | +129.5% |
| 5Y | +220.7% | +104.8% | +116.0% | +150.1% |
| 10Y | +531.6% | +7.2% | +524.4% | +266.8% |
| All | +2,766.8% | +1,230.9% | +1,535.9% | +763.5% |
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