+33.4%
AG vs AEIS
+6.2%
+27.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -11.1% | +20.3% | +12.8% |
| 7D | -2.6% | -12.7% | +10.1% | +1.2% |
| 30D | -12.1% | -28.8% | +16.7% | -2.1% |
| 3M | -6.6% | -38.0% | +31.4% | +8.3% |
| 6M | -20.5% | -45.3% | +24.8% | -6.3% |
| YTD | -7.4% | +1.1% | -8.6% | -3.0% |
| 1Y | +33.4% | +8.6% | +24.8% | +41.7% |
| All | +33.4% | +6.2% | +27.1% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling