+6,290.0%
AFL vs AEIS
+1,985.6%
+4,304.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.8% | +1.4% |
| 7D | +2.9% | +11.5% | -8.6% | +1.2% |
| 30D | +8.0% | -15.8% | +23.7% | +9.7% |
| 3M | +5.9% | -33.3% | +39.2% | +10.8% |
| 6M | +11.6% | -35.2% | +46.8% | +15.4% |
| YTD | +17.5% | +5.0% | +12.5% | +11.8% |
| 1Y | +13.3% | +8.5% | +4.8% | +7.0% |
| 3Y | +67.0% | +152.9% | -85.9% | +34.3% |
| 5Y | +150.6% | +144.6% | +6.0% | +99.2% |
| 10Y | +343.1% | +337.1% | +5.9% | +207.7% |
| All | +6,290.0% | +1,985.6% | +4,304.4% | +2,816.5% |
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