+5,769.3%
AFL vs AEIS
+2,566.8%
+3,202.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.3% |
| 7D | +0.6% | +3.0% | -2.4% | +0.1% |
| 30D | -6.2% | -14.6% | +8.5% | -4.2% |
| 3M | +2.2% | -12.4% | +14.6% | +2.5% |
| 6M | +5.3% | -15.0% | +20.2% | +5.2% |
| YTD | +8.0% | +34.3% | -26.3% | +0.3% |
| 1Y | +10.2% | +87.4% | -77.1% | -3.3% |
| 3Y | +67.1% | +139.8% | -72.7% | +37.2% |
| 5Y | +135.6% | +220.7% | -85.1% | +81.9% |
| 10Y | +299.4% | +531.6% | -232.2% | +166.2% |
| All | +5,769.3% | +2,566.8% | +3,202.4% | +2,516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling