-10.0%
AEIS vs SUI
-0.1%
-9.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +4.6% |
| 7D | -11.3% | +6.2% | -17.5% | -5.2% |
| 30D | -32.6% | +8.6% | -41.2% | -26.4% |
| 3M | -39.2% | +1.0% | -40.2% | -36.4% |
| 6M | -45.4% | -2.6% | -42.8% | -42.8% |
| YTD | -5.8% | -0.1% | -5.7% | -0.4% |
| 1Y | -10.0% | +0.5% | -10.5% | -6.1% |
| All | -10.0% | -0.1% | -9.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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