+2,234.9%
AEIS vs SUI
+2,759.7%
-524.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +23.2% | -3.8% | +27.1% | +25.9% |
| 30D | -17.0% | +3.9% | -21.0% | -20.2% |
| 3M | -32.2% | +0.2% | -32.4% | -33.9% |
| 6M | -32.6% | -4.2% | -28.4% | -33.7% |
| YTD | +9.4% | -2.5% | +11.9% | +5.8% |
| 1Y | +7.7% | -4.0% | +11.7% | +5.1% |
| 3Y | +157.9% | +16.5% | +141.4% | +116.3% |
| 5Y | +154.8% | -27.2% | +182.0% | +177.5% |
| 10Y | +355.2% | +119.6% | +235.7% | +134.5% |
| All | +2,234.9% | +2,759.7% | -524.8% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling