+264.1%
AG vs AEIS
+160.8%
+103.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.7% | -3.4% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +6.4% | -16.4% | +22.8% | +13.0% |
| 3M | +28.4% | -11.1% | +39.5% | +30.1% |
| 6M | -24.5% | -12.0% | -12.4% | -23.5% |
| YTD | +21.2% | +30.9% | -9.7% | +7.0% |
| 1Y | +114.1% | +74.3% | +39.8% | +69.1% |
| All | +264.1% | +160.8% | +103.3% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling