+11.6%
AFL vs AEIS
-33.8%
+45.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.8% | +0.5% |
| 7D | +2.9% | +11.5% | -8.6% | +3.8% |
| 30D | +8.0% | -15.8% | +23.7% | +6.7% |
| 3M | +5.9% | -33.3% | +39.2% | +2.9% |
| 6M | +11.6% | -35.2% | +46.8% | +8.4% |
| All | +11.6% | -33.8% | +45.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 6mo: compounded portfolio wealth divided by compounded AEIS 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…
6mo analysis · Full analysis span regression · 6 months rolling